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17.66% ZKB Barrier Reverse Convertible, 29.07.2025 on worst of NVDA UW/GOOGL UW/AAPL UW
NVIDIA Corp/Alphabet Inc/Apple Inc

ISIN: CH1358041742 Security: 135804174 Symbol: n.a. Life cycle
gray-market

Bid Price 99.56%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 05:45:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
NVIDIA A123.54122.09USD109.88
(90.00%)
8.85%79.359
(65.00%)
34.17%9.1008
Alphabet A -A-181.67181.275USD163.15
(90.00%)
9.58%117.829
(65.00%)
34.70%6.1294
Apple A223.73226.93USD204.24
(90.00%)
8.63%147.505
(65.00%)
34.01%4.8963

Reference data

ISIN CH1358041742
Security 135804174
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'176.68

Coupon

Coupon (Coupon p.a.)17.67% (17.67% )
Coupon paymentguaranteed
Interest portion p.a.4.88%
Premium portion p.a.12.79%
Coupon date29.01.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date22.07.2024
Payment day29.07.2024
First trading day29.07.2024
Last trading day22.07.2025
Final fixing day22.07.2025
Redemption date29.07.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term363
Issue amount200'000.00

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 -1.50%

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 Return4.88%
Cash value of fixed income investment upon issue95.35%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date29.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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