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11.42% ZKB Barrier Reverse Convertible, 10.02.2025 on worst of STMN SE/PANW UW/AMD UW/ROK UN/MRNA UW
Palo Alto Networks Inc/Advanced Micro Devices Inc/Moderna Inc/Rockwell Automation Inc/Straumann Holding AG

ISIN: CH1358044746 Security: 135804474 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.97%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 60'000.00

Volume n.a.

Date/time (realtime) 16.08.2024 03:15:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Palo Alto Networks N343.27306.705USD306.71
(100.00%)
10.65%153.353
(50.00%)
55.33%n.a.
AMD A147.36136.295USD136.30
(100.00%)
7.51%68.148
(50.00%)
53.75%n.a.
Moderna N86.6290.515USD90.52
(100.00%)
-4.50%45.258
(50.00%)
47.75%n.a.
Rockwell Autom A263.82254.45USD254.45
(100.00%)
3.55%127.225
(50.00%)
51.78%n.a.
Straumann Hldg N125.4109.30CHF109.30
(100.00%)
12.84%54.650
(50.00%)
56.42%n.a.

Reference data

ISIN CH1358044746
Security 135804474
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'114.24

Coupon

Coupon (Coupon p.a.)11.42% (22.72% )
Coupon paymentguaranteed
Interest portion p.a.4.90%
Premium portion p.a.17.82%
Coupon date10.02.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date02.08.2024
Payment day09.08.2024
First trading day09.08.2024
Last trading day03.02.2025
Final fixing day03.02.2025
Redemption date10.02.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term170
Issue amount60'000.00

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 -4.30%

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 Return4.90%
Cash value of fixed income investment upon issue97.62%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date10.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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