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ZKB Barrier Reverse Convertible on worst of
Advanced Micro Devices Inc/NVIDIA Corp/First Solar Inc/Eli Lilly & Co

ISIN: CH1341408297 Security: 134140829 Symbol: n.a. Life cycle
Secondary market

Bid Price 96.47%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 18.10.2024 05:40:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
AMD A155.97167.895USD167.90
(100.00%)
-7.47%100.737
(60.00%)
35.52%5.9561
NVIDIA A138124.185USD124.19
(100.00%)
9.89%74.511
(60.00%)
45.93%8.0525
First Solar N200.55236.965USD236.97
(100.00%)
-17.17%142.179
(60.00%)
29.70%4.2200
Eli Lilly & Co A917.97883.54USD883.54
(100.00%)
3.59%530.124
(60.00%)
42.16%1.1318

Reference data

ISIN CH1341408297
Security 134140829
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'082.04

Coupon

Coupon (Coupon p.a.)8.20% (32.10% )
Coupon paymentguaranteed
Interest portion p.a.4.76%
Premium portion p.a.27.34%
Coupon date13.01.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date04.10.2024
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 term78
Issue amount30'000.00

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 -14.65%

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 Return4.76%
Cash value of fixed income investment upon issue98.82%
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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