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10.25% ZKB Barrier Reverse Convertible, 18.02.2025 on worst of AMZN UW/MSFT UW/NVDA UW
Amazon.com Inc/Microsoft Corp/NVIDIA Corp

ISIN: CH1358047871 Security: 135804787 Symbol: n.a. Life cycle
gray-market

Bid Price 99.23%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 09.08.2024 05:40:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Amazon.Com A166.94166.5117USD166.51
(100.00%)
0.73%99.907
(60.00%)
40.44%60.0558
Microsoft N406.02404.8169USD404.82
(100.00%)
0.17%242.890
(60.00%)
40.10%24.7025
NVIDIA A104.75107.1088USD107.11
(100.00%)
-2.44%64.265
(60.00%)
38.54%93.3630

Reference data

ISIN CH1358047871
Security 135804787
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 11'025.83

Coupon

Coupon (Coupon p.a.)10.26% (20.02% )
Coupon paymentguaranteed
Interest portion p.a.4.92%
Premium portion p.a.15.11%
Coupon date15.11.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date09.08.2024
Payment day15.08.2024
First trading day15.08.2024
Last trading day10.02.2025
Final fixing day10.02.2025
Redemption date18.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term184
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 10'000.00
Performance of underlying since issue -2.38%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zuercher 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 Return4.92%
Cash value of fixed income investment upon issue97.57%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date18.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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