Inhaltsseite: Home

14.86% ZKB Barrier Reverse Convertible, 10.09.2025 on worst of LRCX UW/AMAT UW/AMD UW
Lam Research Corp/Applied Materials Inc/Advanced Micro Devices Inc

ISIN: CH1358051832 Security: 135805183 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.10%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 60'000.00

Volume n.a.

Date/time (realtime) 27.09.2024 05:45:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Lam Research N823.24819.0218USD655.22
(80.00%)
20.65%491.413
(60.00%)
40.49%1.5262
Applied Materials A205.59197.0341USD157.63
(80.00%)
23.46%118.221
(60.00%)
42.59%6.3441
AMD A164.86148.4999USD118.80
(80.00%)
27.87%89.100
(60.00%)
45.90%8.4175

Reference data

ISIN CH1358051832
Security 135805183
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'148.64

Coupon

Coupon (Coupon p.a.)14.86% (14.86% )
Coupon paymentguaranteed
Interest portion p.a.4.27%
Premium portion p.a.10.60%
Coupon date10.09.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date03.09.2024
Payment day10.09.2024
First trading day10.09.2024
Last trading day03.09.2025
Final fixing day03.09.2025
Redemption date10.09.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term340
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 0.82%

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 Return4.27%
Cash value of fixed income investment upon issue95.91%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date10.09.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading