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ZKB Autocallable Reverse Convertible on worst of
Nio Inc/Li Auto Inc/Stellantis N.V.

ISIN: CH1402499029 Security: 140249902 Symbol: n.a. Life cycle
Secondary market

Bid Price 97.94%

Ask Price 0.00%

Currency qUSD

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 03.06.2025 05:40:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Nio Inc ADR3.534.7504USD2.38 (50.00%)33.26%n.a.
Li Auto A -A-29.5122.7809USD11.39 (50.00%)61.41%n.a.
Stellantis N.V.8.74113.307EUR6.65 (50.00%)23.88%n.a.

Reference data

ISIN CH1402499029
Security 140249902
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)NIO + 15.51%
Coupon paymentguaranteed
Interest portion p.a.NIO
Premium portion p.a.15.510%
Coupon date16.06.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date11.12.2024
Payment day16.12.2024
First trading day16.12.2024
Last trading day09.12.2025
Final fixing day09.12.2025
Redemption date16.12.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term187
Issue amount200'000.00

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 -34.31%

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 marketNo
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 date16.12.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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