Inhaltsseite: Home

ZKB Barrier Reverse Convertible on worst of
Biogen Inc/Moderna Inc

ISIN: CH1358056120 Security: 135805612 Symbol: Z0A3JZ Life cycle
Secondary market

Bid Price 70.29%

Ask Price 70.79%

Currency USD

Exchange ZKB

Volume 250'000.00

Volume 250'000.00

Date/time (realtime) 25.11.2024 12:24:41

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Biogen A157.9201.44USD201.44
(100.00%)
-27.57%103.742
(51.50%)
34.30%4.9643
Moderna N41.1168.02USD68.02
(100.00%)
-65.46%35.030
(51.50%)
14.79%14.7016

Reference data

ISIN CH1358056120
Security 135805612
Symbol Z0A3JZ
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'160.00

Coupon

Coupon (Coupon p.a.)16.00% (16.00% )
Coupon paymentguaranteed
Interest portion p.a.3.86%
Premium portion p.a.12.14%
Coupon date26.03.2025
Day count convention30/360 (German), modified following
Accrued coupon2.76%

Life cycle

Issue price100.00%
Initial fixing date19.09.2024
Payment day26.09.2024
First trading day26.09.2024
Last trading day19.09.2025
Final fixing day19.09.2025
Redemption date26.09.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term297
Issue amount5'000'000.00

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 -39.56%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.86%
Cash value of fixed income investment upon issue96.28%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.09.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading