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ZKB Barrier Reverse Convertible on worst of
T-Mobile US Inc/Visa Inc/Fedex Corp

ISIN: CH1394337708 Security: 139433770 Symbol: Z0ABMZ Life cycle
Secondary market

Bid Price 99.27%

Ask Price 99.87%

Currency USD

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
T-Mobile US A236.58235.61USD235.61
(100.00%)
0.35%141.366
(60.00%)
40.21%4.2443
Visa A -A-309.9309.64USD309.64
(100.00%)
0.24%185.784
(60.00%)
40.15%3.2296
Fedex A295.16294.46USD294.46
(100.00%)
-0.54%176.676
(60.00%)
39.68%3.3960

Reference data

ISIN CH1394337708
Security 139433770
Symbol Z0ABMZ
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'085.00

Coupon

Coupon (Coupon p.a.)8.50% (8.50% )
Coupon paymentguaranteed
Interest portion p.a.4.35%
Premium portion p.a.4.15%
Coupon date21.05.2025
Day count convention30/360 (German), modified following
Accrued coupon0.12%

Life cycle

Issue price100.00%
Initial fixing date15.11.2024
Payment day21.11.2024
First trading day21.11.2024
Last trading day17.11.2025
Final fixing day17.11.2025
Redemption date21.11.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term360
Issue amount5'000'000.00

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 -0.53%

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 Returnn.a.
Cash value of fixed income investment upon issuen.a.
Cash value of fixed income investment upon redemptionn.a.

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.11.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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