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6.31% ZKB Barrier Reverse Convertible, 03.10.2024 on worst of NVDA UW/NOW UN
ServiceNow Inc/NVIDIA Corp

ISIN: CH1358035611 Security: 135803561 Symbol: n.a. Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ServiceNow Nn.v755.2956USD755.30
(100.00%)
13.87%528.707
(70.00%)
39.71%6.6199
NVIDIA An.v129.0962USD129.10
(100.00%)
-4.28%90.367
(70.00%)
27.01%38.7308

Reference data

ISIN CH1358035611
Security 135803561
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'315.74

Coupon

Coupon (Coupon p.a.)6.31% (25.05% )
Coupon paymentguaranteed
Interest portion p.a.5.51%
Premium portion p.a.19.54%
Coupon daten.a.
Day count conventionAct/365 (Englisch), modified following
Accrued coupon1.88%

Life cycle

Issue price100.00%
Initial fixing date26.06.2024
Payment day03.07.2024
First trading day03.07.2024
Last trading day26.09.2024
Final fixing day26.09.2024
Redemption date03.10.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 5'000.00
Performance of underlying since issue -4.10%

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 Return5.51%
Cash value of fixed income investment upon issue98.66%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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