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24.49% p.a. ZKB Callable Barrier Reverse Convertible, 12.02.2025 on worst of NFLX UW/MSFT UW/GOOG UW
Microsoft Corp/Alphabet Inc/Netflix Inc

ISIN: CH1358045503 Security: 135804550 Symbol: n.a. Life cycle
gray-market

Bid Price 101.09%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 12'000.00

Volume n.a.

Date/time (realtime) 07.08.2024 11:22:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Microsoft N399.61398.805USD398.81
(100.00%)
0.20%279.164
(70.00%)
30.14%2.5075
Alphabet A -C-160.54164.285USD164.29
(100.00%)
-2.33%115.000
(70.00%)
28.37%6.0870
Netflix A609.57601.94USD601.94
(100.00%)
1.25%421.358
(70.00%)
30.88%1.6613

Reference data

ISIN CH1358045503
Security 135804550
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'122.43

Coupon

Coupon (Coupon p.a.)12.24% (24.49% )
Coupon paymentguaranteed
Interest portion p.a.4.79%
Premium portion p.a.19.69%
Coupon date12.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date05.08.2024
Payment day12.08.2024
First trading day12.08.2024
Last trading day05.02.2025
Final fixing day05.02.2025
Redemption date12.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term181
Issue amount12'000.00

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 -2.28%

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 Return4.79%
Cash value of fixed income investment upon issue97.69%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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