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

ISIN: CH1394344779 Security: 139434477 Symbol: n.a. Life cycle
Secondary market

Bid Price 95.61%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 60'000.00

Volume n.a.

Date/time (realtime) 20.12.2024 05:45:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Bristol Myers A57.3359.18USD44.39 (75.00%)21.99%22.5301
Eli Lilly & Co A767.76794.015USD595.51 (75.00%)25.08%1.6792
Merck A98.05102.43USD76.82 (75.00%)22.70%13.0170
Pfizer Inc26.3625.965USD19.47 (75.00%)26.15%51.3510

Reference data

ISIN CH1394344779
Security 139434477
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)BMY + 9.85%
Coupon paymentguaranteed
Interest portion p.a.BMY
Premium portion p.a.9.847%
Coupon date06.01.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date29.11.2024
Payment day06.12.2024
First trading day06.12.2024
Last trading day30.11.2026
Final fixing day30.11.2026
Redemption date07.12.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term707
Issue amount60'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -3.85%

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 date07.12.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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