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ZKB Autocallable Reverse Convertible on worst of
Boeing Co/Altria Group Inc/Pfizer Inc/Philip Morris International Inc

ISIN: CH1402498831 Security: 140249883 Symbol: n.a. Life cycle
Secondary market

Bid Price 96.28%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 158'000.00

Volume n.a.

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

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Boeing A177.35164.20USD131.36 (80.00%)26.91%7.6127
Altria Group A53.8455.875USD44.70 (80.00%)16.44%22.3714
Pfizer Inc26.3625.81USD20.65 (80.00%)21.57%48.4308
Philip Morris124.22128.42USD102.74 (80.00%)17.32%9.7337

Reference data

ISIN CH1402498831
Security 140249883
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)BA + 10.33%
Coupon paymentguaranteed
Interest portion p.a.BA
Premium portion p.a.10.331%
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 amount158'000.00

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 -4.26%

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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