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ZKB Barrier Reverse Convertible on worst of
NVIDIA Corp/Intel Corp/Broadcom Inc

ISIN: CH1358057862 Security: 135805786 Symbol: Z0A3UZ Life cycle
in subscription, indicative

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
NVIDIA A124.04116.1367USD116.14
(100.00%)
n.a.63.875
(55.00%)
n.a.8.6105
Intel A23.9222.5457USD22.55
(100.00%)
n.a.12.400
(55.00%)
n.a.44.3544
Broadcom N178.09170.9294USD170.93
(100.00%)
n.a.94.011
(55.00%)
n.a.5.8504

Reference data

ISIN CH1358057862
Security 135805786
Symbol Z0A3UZ
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'090.00

Coupon

Coupon (Coupon p.a.)9.00% (18.00% )
Coupon paymentguaranteed
Interest portion p.a.4.30%
Premium portion p.a.13.70%
Coupon date09.01.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date02.10.2024
Payment day09.10.2024
First trading day09.10.2024
Last trading day02.04.2025
Final fixing day02.04.2025
Redemption date09.04.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term186
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

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 Return4.30%
Cash value of fixed income investment upon issue97.92%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date09.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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