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16.25% ZKB Barrier Reverse Convertible, 14.02.2025 on worst of TSLA UW/NFLX UW/NVDA UW
NVIDIA Corp/Netflix Inc/Tesla Inc

ISIN: CH1303996040 Security: 130399604 Symbol: Z0926Z Life cycle
Secondary market

Bid Price 105.86%

Ask Price 106.36%

Currency USD

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 31.10.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
NVIDIA A132.7669.641USD69.64
(100.00%)
47.79%34.821
(50.00%)
73.90%14.3594
Netflix A756.03558.53USD558.53
(100.00%)
26.01%279.265
(50.00%)
63.01%1.7904
Tesla Motors A249.85189.56USD189.56
(100.00%)
24.92%94.780
(50.00%)
62.46%5.2754

Reference data

ISIN CH1303996040
Security 130399604
Symbol Z0926Z
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'162.50

Coupon

Coupon (Coupon p.a.)16.25% (16.25% )
Coupon paymentguaranteed
Interest portion p.a.4.94%
Premium portion p.a.11.31%
Coupon date14.02.2025
Day count convention30/360 (German), modified following
Accrued coupon3.61%

Life cycle

Issue price100.00%
Initial fixing date08.02.2024
Payment day14.02.2024
First trading day14.02.2024
Last trading day10.02.2025
Final fixing day10.02.2025
Redemption date14.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term101
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 33.20%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.94%
Cash value of fixed income investment upon issue95.29%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date14.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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