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ZKB Autocallable Reverse Convertible on worst of
ABB Ltd/Holcim Ltd/Straumann Holding AG

ISIN: CH1358059074 Security: 135805907 Symbol: Z0A4JZ Life cycle
Secondary market

Bid Price 93.93%

Ask Price 94.63%

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 21.11.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
ABB N49.5849.73CHF38.29 (77.00%)22.77%26.1150
Holcim N89.8684.14CHF64.79 (77.00%)27.90%15.4350
Straumann Hldg N108.8130.90CHF100.79 (77.00%)7.36%9.9213

Reference data

ISIN CH1358059074
Security 135805907
Symbol Z0A4JZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)ABBN + 4.70%
Coupon paymentguaranteed
Interest portion p.a.ABBN
Premium portion p.a.4.700%
Coupon date30.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date25.09.2024
Payment day30.09.2024
First trading day30.09.2024
Last trading day25.03.2026
Final fixing day25.03.2026
Redemption date30.03.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term488
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -16.88%

Product type

SSPA derivative category Yield enhancement
SSPA code Reverse convertible (1220)

Legal parties

Issuer Zuercher Kantonalbank Finance (Guernsey) Ltd
Keep-Well Agreement with Zürcher Kantonalbank, Zürich
Issuer rating
Lead manager Zürcher Kantonalbank, Zürich
Payment, execution and calculation agent Zürcher Kantonalbank, Zürich

Tax aspects (Private investor tax domicile Switzerland)

Income taxYes
Withholding taxNo
Stamp duty payable in the secondary marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.53%
Cash value of fixed income investment upon issue99.21%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date30.03.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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