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ZKB Autocallable RC Defensive on worst of
Nestlé N/Barry Callebaut N/PepsiCo A

ISIN: CH1358060122 Security: 135806012 Symbol: Z24BWZ Life cycle
Secondary market

Bid Price 100.42%

Ask Price 101.12%

Currency qEUR

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 18.10.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Nestlé N85.9885.5051CHF76.95 (90.00%)10.50%n.a.
Barry Callebaut N15811'574.5783CHF1'417.12 (90.00%)10.37%n.a.
PepsiCo A175.06171.3569USD154.22 (90.00%)11.78%n.a.

Reference data

ISIN CH1358060122
Security 135806012
Symbol Z24BWZ
Currency qEUR
Currency hedging Yes
Nominal amount 2'000.00

Coupon

Coupon (Coupon p.a.)NESN + 8.40%
Coupon paymentguaranteed
Interest portion p.a.NESN
Premium portion p.a.8.400%
Coupon date07.01.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.09.2024
Payment day07.10.2024
First trading day07.10.2024
Last trading day28.09.2026
Final fixing day28.09.2026
Redemption date07.10.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term708
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot EUR 2'000.00
Performance of underlying since issue 0.41%

Product type

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

Legal parties

Issuer Zürcher 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 Returnn.a.
Cash value of fixed income investment upon issuen.a.
Cash value of fixed income investment upon redemptionn.a.

Sales restrictions

USA, US persons, EEA, Guernsey, GB

Redemption

Redemption date07.10.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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