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11.55% ZKB Barrier Reverse Convertible, 13.08.2025 on worst of MSFT UW/AMZN UW/PFE UN
Amazon.com Inc/Microsoft Corp/Pfizer Inc

ISIN: CH1358046378 Security: 135804637 Symbol: n.a. Life cycle
gray-market

Bid Price 100.97%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 28'000.00

Volume n.a.

Date/time (realtime) 07.08.2024 03:15:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Amazon.Com A161.93160.695USD160.70
(100.00%)
0.76%88.382
(55.00%)
45.42%6.2230
Microsoft N399.61402.625USD402.63
(100.00%)
-0.75%221.444
(55.00%)
44.59%2.4837
Pfizer Inc29.3229.765USD29.77
(100.00%)
-1.52%16.371
(55.00%)
44.17%33.5965

Reference data

ISIN CH1358046378
Security 135804637
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'115.50

Coupon

Coupon (Coupon p.a.)11.55% (11.55% )
Coupon paymentguaranteed
Interest portion p.a.4.32%
Premium portion p.a.7.23%
Coupon date13.02.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date06.08.2024
Payment day13.08.2024
First trading day13.08.2024
Last trading day06.08.2025
Final fixing day06.08.2025
Redemption date13.08.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term363
Issue amount28'000.00

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.32%
Cash value of fixed income investment upon issue95.86%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date13.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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