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ZKB Callable Barrier Reverse Convertible on worst of
adidas AG/PUMA SE/Nike Inc

ISIN: CH1358053853 Security: 135805385 Symbol: Z0A23Z Life cycle
Secondary market

Bid Price 99.86%

Ask Price 100.56%

Currency qEUR

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 18.10.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Adidas N227.9227.10EUR227.10
(100.00%)
0.35%119.228
(52.50%)
47.68%n.a.
Puma A39.3737.71EUR37.71
(100.00%)
4.22%19.798
(52.50%)
49.71%n.a.
Nike A -B-82.9280.98USD80.98
(100.00%)
2.39%42.515
(52.50%)
48.75%n.a.

Reference data

ISIN CH1358053853
Security 135805385
Symbol Z0A23Z
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'080.00

Coupon

Coupon (Coupon p.a.)8.00% (8.00% )
Coupon paymentguaranteed
Interest portion p.a.2.71%
Premium portion p.a.5.29%
Coupon date27.12.2024
Day count convention30/360 (German), modified following
Accrued coupon0.60%

Life cycle

Issue price100.00%
Initial fixing date19.09.2024
Payment day26.09.2024
First trading day26.09.2024
Last trading day19.09.2025
Final fixing day19.09.2025
Redemption date26.09.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term334
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue 0.35%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return2.71%
Cash value of fixed income investment upon issue97.36%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.09.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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