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ZKB Autocallable Reverse Convertible on worst of
Boeing Co/Swiss Life Holding AG/Swiss Re AG/Zurich Insurance Group AG

ISIN: CH1402498617 Security: 140249861 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.30%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 20.12.2024 05:45:34

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Boeing A177.35157.6764USD126.14 (80.00%)29.81%n.a.
Swiss Life N688.4687.70CHF550.16 (80.00%)20.08%n.a.
Swiss Re N128.5129.70CHF103.76 (80.00%)19.25%n.a.
Zurich Insurance N533551.40CHF441.12 (80.00%)17.24%n.a.

Reference data

ISIN CH1402498617
Security 140249861
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)BA + 6.26%
Coupon paymentguaranteed
Interest portion p.a.BA
Premium portion p.a.6.264%
Coupon date17.01.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date10.12.2024
Payment day17.12.2024
First trading day17.12.2024
Last trading day10.12.2027
Final fixing day10.12.2027
Redemption date17.12.2027
Redemption typeCash Settlement
Early redemptionNo
Residual term1'082
Issue amount50'000.00

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 -3.34%

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 date17.12.2027
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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