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ZKB Barrier Reverse Convertible on worst of
BlackRock Inc/Goldman Sachs Group Inc/Morgan Stanley/JPMorgan Chase & Co

ISIN: CH1358053010 Security: 135805301 Symbol: Z0A1JZ Life cycle
Secondary market

Bid Price 101.53%

Ask Price 102.03%

Currency USD

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 26.09.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
BlackRock N945.02885.73USD885.73
(100.00%)
6.51%558.010
(63.00%)
41.10%1.1290
Goldman Sachs Grp A496.92478.99USD478.99
(100.00%)
3.25%301.764
(63.00%)
39.04%2.0877
Morgan Stanley A104.698.25USD98.25
(100.00%)
5.66%61.898
(63.00%)
40.57%10.1781
JPMorgan Chase A209.78204.32USD204.32
(100.00%)
2.79%128.722
(63.00%)
38.76%4.8943

Reference data

ISIN CH1358053010
Security 135805301
Symbol Z0A1JZ
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'100.00

Coupon

Coupon (Coupon p.a.)10.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.3.94%
Premium portion p.a.6.06%
Coupon date19.03.2025
Day count convention30/360 (German), modified following
Accrued coupon0.33%

Life cycle

Issue price100.00%
Initial fixing date13.09.2024
Payment day19.09.2024
First trading day19.09.2024
Last trading day15.09.2025
Final fixing day15.09.2025
Redemption date19.09.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term352
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 2.87%

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 Return3.94%
Cash value of fixed income investment upon issue96.21%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.09.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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