Inhaltsseite: Home

ZKB Barrier Reverse Convertible on worst of
Bank of America Corp/Berkshire Hathaway Inc/Mastercard Inc

ISIN: CH1341409477 Security: 134140947 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.97%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 60'000.00

Volume n.a.

Date/time (realtime) 04.12.2024 10:15:46

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Bank of America A46.8239.8342USD39.83
(100.00%)
14.92%21.909
(55.00%)
53.21%251.0406
Berkshire Hathaway A470.19453.5176USD453.52
(100.00%)
3.55%249.435
(55.00%)
46.95%22.0499
Mastercard -A- N526.18495.0503USD495.05
(100.00%)
5.92%272.278
(55.00%)
48.25%20.2000

Reference data

ISIN CH1341409477
Security 134140947
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 10'765.17

Coupon

Coupon (Coupon p.a.)7.65% (7.65% )
Coupon paymentguaranteed
Interest portion p.a.4.15%
Premium portion p.a.3.50%
Coupon date17.04.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date09.10.2024
Payment day17.10.2024
First trading day17.10.2024
Last trading day09.10.2025
Final fixing day09.10.2025
Redemption date17.10.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term308
Issue amount60'000.00

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 3.68%

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 Return4.15%
Cash value of fixed income investment upon issue96.02%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.10.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading