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12.26% p.a. ZKB Autocallable Barrier Reverse Convertible, 13.08.2025 on worst of NKE UN/UAA UN/ADS GY
adidas AG/Nike Inc/Under Armour Inc

ISIN: CH1358045974 Security: 135804597 Symbol: n.a. Life cycle
gray-market

Bid Price 100.59%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 07.08.2024 11:15:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Adidas N211.7210.70EUR210.700 (100.00%)0.47%105.350 (50.00%)50.24%
Nike A -B-72.571.5882USD71.588 (100.00%)1.26%35.794 (50.00%)50.63%
Under Armour A -A-6.476.4266USD6.427 (100.00%)0.67%3.213 (50.00%)50.34%

Reference data

ISIN CH1358045974
Security 135804597
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)ADS + 12.26%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date06.08.2024
Payment day13.08.2024
First trading day13.08.2024
Last trading day06.08.2025
Final fixing day06.08.2025
Redemption date13.08.2025
Redemption typeCash Settlement
Early redemptionYes
Next observation date05.11.2024
Residual term363
Issue amount50'000.00

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 0.47%

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 Return4.31%
Cash value of fixed income investment upon issue95.87%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date13.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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