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ZKB Autocallable Reverse Convertible on worst of
Bristol-Myers Squibb Co/Eli Lilly & Co/Merck & Co Inc/Pfizer Inc

ISIN: CH1394341270 Security: 139434127 Symbol: n.a. Life cycle
gray-market

Bid Price 101.82%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:35

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Bristol Myers A58.8757.765USD46.21 (80.00%)21.34%n.a.
Eli Lilly & Co A748.01723.08USD578.46 (80.00%)23.02%n.a.
Merck A99.1896.335USD77.07 (80.00%)24.09%n.a.
Pfizer Inc25.6524.965USD19.97 (80.00%)22.27%n.a.

Reference data

ISIN CH1394341270
Security 139434127
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)BMY + 7.77%
Coupon paymentguaranteed
Interest portion p.a.BMY
Premium portion p.a.7.766%
Coupon date27.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date19.11.2024
Payment day26.11.2024
First trading day26.11.2024
Last trading day19.11.2026
Final fixing day19.11.2026
Redemption date27.11.2026
Redemption typeCash Settlement
Early redemptionNo
Residual term725
Issue amount30'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue 1.71%

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 securitiesNo
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 date27.11.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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