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5.90% p.a. ZKB Autocallable Reverse Convertible, 05.01.2026 on worst of MCD UN/PEP UW/V UN
McDonald's Corp/Visa Inc/PepsiCo Inc

ISIN: CH1358034507 Security: 135803450 Symbol: Z09QAZ Life cycle
Secondary market

Bid Price 97.64%

Ask Price 98.34%

Currency USD

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 25.07.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
McDonald's A251.46259.39USD194.54 (75.00%)22.64%5.1403
Visa A -A-253.74275.22USD206.42 (75.00%)19.25%4.8446
PepsiCo A171.02167.28USD125.46 (75.00%)26.49%7.9707

Reference data

ISIN CH1358034507
Security 135803450
Symbol Z09QAZ
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)MCD + 5.90%
Coupon paymentguaranteed
Interest portion p.a.MCD
Premium portion p.a.5.900%
Coupon date07.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date21.06.2024
Payment day05.07.2024
First trading day05.07.2024
Last trading day22.12.2025
Final fixing day22.12.2025
Redemption date05.01.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term513
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 -7.12%

Product type

SSPA derivative category Yield enhancement
SSPA code Reverse convertible (1220)

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.80%
Cash value of fixed income investment upon issue93.21%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.01.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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