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ZKB Barrier Reverse Convertible on worst of
Infineon Technologies AG/ON Semiconductor Corp/NXP Semiconductors N.V.

ISIN: CH1358058761 Security: 135805876 Symbol: Z0A4FZ Life cycle
Secondary market

Bid Price 99.50%

Ask Price 100.00%

Currency qUSD

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 21.11.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Infineon Technolog N29.06529.49EUR29.49
(100.00%)
-1.46%16.220
(55.00%)
44.20%n.a.
ON Semiconductor N68.4770.47USD70.47
(100.00%)
-4.31%38.759
(55.00%)
42.63%n.a.
NXP Semiconductors A224.57233.75USD233.75
(100.00%)
-4.85%128.563
(55.00%)
42.33%n.a.

Reference data

ISIN CH1358058761
Security 135805876
Symbol Z0A4FZ
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'123.25

Coupon

Coupon (Coupon p.a.)12.33% (12.75% )
Coupon paymentguaranteed
Interest portion p.a.3.81%
Premium portion p.a.8.94%
Coupon date19.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date24.09.2024
Payment day01.10.2024
First trading day01.10.2024
Last trading day17.09.2025
Final fixing day17.09.2025
Redemption date19.09.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term298
Issue amount3'000'000.00

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 -4.63%

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 Return3.81%
Cash value of fixed income investment upon issue96.45%
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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