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ZKB Barrier Reverse Convertible on worst of
Advanced Micro Devices Inc/Marvell Technology Inc/NVIDIA Corp

ISIN: CH1358054331 Security: 135805433 Symbol: n.a. Life cycle
gray-market

Bid Price 102.01%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 12.09.2024 05:45:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
AMD A150.12137.833USD137.83
(100.00%)
7.88%75.808
(55.00%)
49.34%n.a.
Marvell Tech N75.4168.8392USD68.84
(100.00%)
8.19%37.862
(55.00%)
49.50%n.a.
NVIDIA A119.4845106.1256USD106.13
(100.00%)
10.60%58.369
(55.00%)
50.83%n.a.

Reference data

ISIN CH1358054331
Security 135805433
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'032.81

Coupon

Coupon (Coupon p.a.)3.28% (13.16% )
Coupon paymentguaranteed
Interest portion p.a.0.94%
Premium portion p.a.12.22%
Coupon date18.11.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date10.09.2024
Payment day17.09.2024
First trading day17.09.2024
Last trading day10.12.2024
Final fixing day10.12.2024
Redemption date17.12.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term88
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue 8.56%

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 Return0.94%
Cash value of fixed income investment upon issue99.77%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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