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ZKB Autocallable Reverse Convertible on worst of
Johnson & Johnson/Merck & Co Inc/Thermo Fisher Scientific Inc

ISIN: CH1341410038 Security: 134141003 Symbol: n.a. Life cycle
Secondary market

Bid Price 93.35%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 150'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:41

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Johnson & Johnson A155.3825161.1122USD134.92 (83.74%)12.82%37.0603
Merck A98.94110.52USD92.55 (83.74%)6.08%54.0251
Thermo Fisher Sci N514.175598.896USD501.52 (83.74%)1.56%9.9698

Reference data

ISIN CH1341410038
Security 134141003
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)JNJ + 9.00%
Coupon paymentguaranteed
Interest portion p.a.JNJ
Premium portion p.a.9.000%
Coupon date17.04.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date10.10.2024
Payment day17.10.2024
First trading day17.10.2024
Last trading day09.10.2025
Final fixing day09.10.2025
Redemption date17.10.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term321
Issue amount150'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 5'000.00
Performance of underlying since issue -14.94%

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 marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.23%
Cash value of fixed income investment upon issue95.94%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.10.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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