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ZKB Callable Barrier Reverse Convertible on worst of
Coca-Cola Co/PepsiCo Inc/Starbucks Corp

ISIN: CH1358060460 Security: 135806046 Symbol: Z0A53Z Life cycle
Secondary market

Bid Price 99.77%

Ask Price 100.47%

Currency USD

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
Coca-Cola A70.4469.57USD69.57
(100.00%)
1.10%41.742
(60.00%)
40.66%14.3740
PepsiCo A175.06172.54USD172.54
(100.00%)
1.43%103.524
(60.00%)
40.86%5.7958
Starbucks A96.8495.88USD95.88
(100.00%)
-0.28%57.528
(60.00%)
39.83%10.4297

Reference data

ISIN CH1358060460
Security 135806046
Symbol Z0A53Z
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'127.50

Coupon

Coupon (Coupon p.a.)12.75% (8.50% )
Coupon paymentguaranteed
Interest portion p.a.3.96%
Premium portion p.a.4.54%
Coupon date16.01.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date09.10.2024
Payment day16.10.2024
First trading day16.10.2024
Last trading day09.04.2026
Final fixing day09.04.2026
Redemption date16.04.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term536
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 -0.28%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.96%
Cash value of fixed income investment upon issue94.34%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date16.04.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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