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24.99% p.a. ZKB Callable Barrier Reverse Convertible, 21.07.2025 on worst of NVDA UW/TSM UN/AMD UW
Advanced Micro Devices Inc/NVIDIA Corp/Taiwan Semiconductor Manufacturing Co Ltd

ISIN: CH1358039324 Security: 135803932 Symbol: n.a. Life cycle
gray-market

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
AMD A184.975181.4923USD181.49
(100.00%)
n.a.108.895
(60.00%)
n.a.5.5099
NVIDIA A131.1105127.4412USD127.44
(100.00%)
n.a.76.465
(60.00%)
n.a.7.8468
Taiwan Semi ADR189.59183.5842USD183.58
(100.00%)
n.a.110.151
(60.00%)
n.a.5.4471

Reference data

ISIN CH1358039324
Security 135803932
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'251.28

Coupon

Coupon (Coupon p.a.)25.13% (24.99% )
Coupon paymentguaranteed
Interest portion p.a.4.89%
Premium portion p.a.20.10%
Coupon date21.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date12.07.2024
Payment day19.07.2024
First trading day19.07.2024
Last trading day14.07.2025
Final fixing day14.07.2025
Redemption date21.07.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term366
Issue amount50'000.00

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

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 marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.89%
Cash value of fixed income investment upon issue95.31%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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