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7.50% p.a. ZKB Autocallable Barrier Reverse Convertible, 25.06.2025 on worst of MSFT UW/PANW UW/AMZN UW
Microsoft Corp/Amazon.com Inc/Palo Alto Networks Inc

ISIN: CH1358033335 Security: 135803333 Symbol: Z09PFZ Life cycle
Secondary market

Bid Price 98.42%

Ask Price 99.12%

Currency qEUR

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 15.08.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Microsoft N421.03446.34USD401.706 (90.00%)-6.67%267.804 (60.00%)36.00%
Amazon.Com A177.59182.81USD164.529 (90.00%)-3.45%109.686 (60.00%)37.93%
Palo Alto Networks N343.27317.02USD285.318 (90.00%)7.79%190.212 (60.00%)44.68%

Reference data

ISIN CH1358033335
Security 135803333
Symbol Z09PFZ
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)MSFT + 7.50%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date18.06.2024
Payment day25.06.2024
First trading day25.06.2024
Last trading day18.06.2025
Final fixing day18.06.2025
Redemption date25.06.2025
Redemption typeCash Settlement
Early redemptionYes
Next observation date18.12.2024
Residual term306
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -6.25%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zürcher 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 Return3.39%
Cash value of fixed income investment upon issue96.72%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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