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ZKB Barrier Reverse Convertible mit bedingtem Coupon on worst of
S&P 500® Index/EURO STOXX 50® Index/SMI® Index/Nikkei 225® Index

ISIN: CH1358053564 Security: 135805356 Symbol: Z24BQZ Life cycle
Secondary market

Bid Price 99.98%

Ask Price 100.68%

Currency qCHF

Exchange ZKB

Volume 250'000.00

Volume 250'000.00

Date/time (realtime) 12.09.2024 05:17:54

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
S&P 500® Indexn.a.5'408.42USD4'867.578 (90.00%)2.82%2'704.210 (50.00%)51.41%
EURO STOXX 50® Index4814.084'738.06EUR4'264.254 (90.00%)1.53%2'369.030 (50.00%)50.76%
SMI® Index11982.3411'908.24CHF10'717.416 (90.00%)0.68%5'954.120 (50.00%)50.34%
Nikkei 225® Indexn.a.36'215.75JPY32'594.175 (90.00%)1.68%18'107.875 (50.00%)50.84%

Reference data

ISIN CH1358053564
Security 135805356
Symbol Z24BQZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier observation continuous

Coupon

Coupon (Coupon p.a.)2.65%
Coupon paymentbedingt
Memory effectNein
Coupon Level60.00%

Life cycle

Issue price100.00%
Initial fixing date06.09.2024
Payment day13.09.2024
First trading day13.09.2024
Last trading day06.09.2027
Final fixing day07.09.2027
Redemption date14.09.2027
Redemption typeCash Settlement
Early redemptionYes
Next observation date04.09.2026
Residual term1'088
Issue amount25'000'000.00

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 0.69%

Product type

SSPA derivative category Yield enhancement
SSPA code Express certificate (1260)

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 taxNo
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 Return0.58%
Cash value of fixed income investment upon issue98.28%
Cash value of fixed income investment upon redemptionn.a.

Sales restrictions

USA, US persons, EEA, Guernsey, GB

Redemption

Redemption date14.09.2027
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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