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9.80% p.a. ZKB Callable Barrier Reverse Convertible, 07.01.2026 on worst of NFLX UW/GOOGL UW/META UW
Alphabet Inc/Meta Platforms Inc/Netflix Inc

ISIN: CH1358036205 Security: 135803620 Symbol: n.a. Life cycle
Secondary market

Bid Price 97.65%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 12.07.2024 05:45:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Alphabet A -A-185.01185.70USD185.70
(100.00%)
-0.16%92.850
(50.00%)
49.92%n.a.
Meta Platforms N498.12522.64USD522.64
(100.00%)
-3.52%261.320
(50.00%)
48.24%n.a.
Netflix A647.6685.58USD685.58
(100.00%)
-5.24%342.790
(50.00%)
47.38%n.a.

Reference data

ISIN CH1358036205
Security 135803620
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'147.82

Coupon

Coupon (Coupon p.a.)14.78% (9.80% )
Coupon paymentguaranteed
Interest portion p.a.0.96%
Premium portion p.a.8.84%
Coupon date04.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.06.2024
Payment day04.07.2024
First trading day04.07.2024
Last trading day29.12.2025
Final fixing day29.12.2025
Redemption date07.01.2026
Redemption typeCash Settlement
Early redemptionNo
Residual term533
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -4.98%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zürcher 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 marketYes
Stamp duty payable upon delivery of the securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.96%
Cash value of fixed income investment upon issue98.57%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.01.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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