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ZKB Barrier Reverse Convertible on worst of
Apple Inc/Amazon.com Inc/Alphabet Inc

ISIN: CH1358059926 Security: 135805992 Symbol: n.a. Life cycle
gray-market

Bid Price 99.64%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 27.09.2024 05:45:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Apple A228.295228.0631USD205.26
(90.00%)
9.95%182.451
(80.00%)
19.95%48.7195
Amazon.Com A187.74191.3108USD172.18
(90.00%)
8.35%153.049
(80.00%)
18.54%58.0789
Alphabet A -A-164.5163.2904USD146.96
(90.00%)
10.53%130.632
(80.00%)
20.47%68.0451

Reference data

ISIN CH1358059926
Security 135805992
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 10'402.69

Coupon

Coupon (Coupon p.a.)4.03% (15.64% )
Coupon paymentguaranteed
Interest portion p.a.4.67%
Premium portion p.a.10.97%
Coupon date11.12.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.09.2024
Payment day11.10.2024
First trading day11.10.2024
Last trading day06.01.2025
Final fixing day06.01.2025
Redemption date13.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term100
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 10'000.00
Performance of underlying since issue -1.80%

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 Return4.67%
Cash value of fixed income investment upon issue98.83%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date13.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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