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12.72% ZKB Barrier Reverse Convertible, 06.02.2025 on worst of NVDA UW/MSFT UW/META UW
Microsoft Corp/NVIDIA Corp/Meta Platforms Inc

ISIN: CH1358043649 Security: 135804364 Symbol: n.a. Life cycle
gray-market

Bid Price 99.66%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 29.07.2024 05:45:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Microsoft N426.73425.85USD425.85
(100.00%)
0.29%298.095
(70.00%)
30.20%n.a.
NVIDIA A111.59112.025USD112.03
(100.00%)
0.66%78.418
(70.00%)
30.46%n.a.
Meta Platforms N465.71468.525USD468.53
(100.00%)
0.21%327.968
(70.00%)
30.15%n.a.

Reference data

ISIN CH1358043649
Security 135804364
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'127.22

Coupon

Coupon (Coupon p.a.)12.72% (25.24% )
Coupon paymentguaranteed
Interest portion p.a.1.02%
Premium portion p.a.24.22%
Coupon date06.11.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date29.07.2024
Payment day06.08.2024
First trading day06.08.2024
Last trading day30.01.2025
Final fixing day30.01.2025
Redemption date06.02.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term183
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue 0.21%

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 Return1.02%
Cash value of fixed income investment upon issue99.49%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date06.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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