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ZKB Barrier Reverse Convertible auf
S&P 500®

ISIN: CH1358054042 Security: 135805404 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.08%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 18.09.2024 05:25:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
S&P 500® Indexn.a.5'459.9749USD5'459.97
(100.00%)
3.10%4'094.981
(75.00%)
27.32%0.1832

Reference data

ISIN CH1358054042
Security 135805404
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'035.43

Coupon

Coupon (Coupon p.a.)3.54% (6.99% )
Coupon paymentguaranteed
Interest portion p.a.4.64%
Premium portion p.a.2.35%
Coupon date16.12.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date09.09.2024
Payment day16.09.2024
First trading day16.09.2024
Last trading day13.03.2025
Final fixing day13.03.2025
Redemption date20.03.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term175
Issue amount200'000.00

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 3.19%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.64%
Cash value of fixed income investment upon issue97.73%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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