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ZKB Autocallable Reverse Convertible on worst of
Vinci SA/Siemens AG/TotalEnergies SE/Shell PLC

ISIN: CH1394337575 Security: 139433757 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.23%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 120'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:53

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Vinci A100.65101.025EUR75.77 (75.00%)24.72%13.1980
Siemens N176184.76EUR138.57 (75.00%)21.27%7.2166
Total A57.1857.335EUR43.00 (75.00%)24.80%23.2551
Royal Dutch Shell A31.52531.3275EUR23.50 (75.00%)25.47%42.5612

Reference data

ISIN CH1394337575
Security 139433757
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)DG + 7.60%
Coupon paymentguaranteed
Interest portion p.a.DG
Premium portion p.a.7.598%
Coupon date13.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date06.11.2024
Payment day13.11.2024
First trading day13.11.2024
Last trading day06.11.2026
Final fixing day06.11.2026
Redemption date13.11.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term714
Issue amount120'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -4.74%

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 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, Guernsey, EEA, GB

Redemption

Redemption date13.11.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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