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7.45% ZKB Barrier Reverse Convertible, 26.06.2025 on worst of AWK UN/CSCO UW
Cisco Systems Inc/American Water Works Co Inc

ISIN: CH1358033384 Security: 135803338 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.41%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 18.10.2024 05:40:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Cisco Systems A56.7645.655USD45.66
(100.00%)
19.34%27.393
(60.00%)
51.60%438.0681
Americ.Water Works A141.96128.625USD128.63
(100.00%)
8.88%77.175
(60.00%)
45.33%155.4908

Reference data

ISIN CH1358033384
Security 135803338
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 20'000.00
Barrier level observation continuous
Maximum repayment 21'490.16

Coupon

Coupon (Coupon p.a.)7.45% (7.45% )
Coupon paymentguaranteed
Interest portion p.a.5.11%
Premium portion p.a.2.34%
Coupon date26.06.2025
Day count convention30/360 (German), modified following
Accrued coupon2.42%

Life cycle

Issue price100.00%
Initial fixing date18.06.2024
Payment day26.06.2024
First trading day26.06.2024
Last trading day18.06.2025
Final fixing day18.06.2025
Redemption date26.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term241
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 20'000.00
Performance of underlying since issue 9.75%

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 Return5.11%
Cash value of fixed income investment upon issue95.14%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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