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10.00% ZKB Reverse Convertible, 23.07.2025 on worst of ISRG UW/LULU UW/QCOM UW
Intuitive Surgical Inc/Lululemon Athletica Inc/Qualcomm Inc

ISIN: CH1358040454 Security: 135804045 Symbol: n.a. Life cycle
gray-market

Bid Price 98.73%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 17.07.2024 02:10:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Intuitive Surgical A438.01438.01USD350.41 (80.00%)20.00%n.a.
Lululemon Athletic.N291.76291.76USD233.41 (80.00%)20.00%n.a.
Qualcomm A209.64209.64USD167.71 (80.00%)20.00%n.a.

Reference data

ISIN CH1358040454
Security 135804045
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 10'000.00

Coupon

Coupon (Coupon p.a.)10.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.0.95%
Premium portion p.a.9.05%
Coupon date23.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date16.07.2024
Payment day23.07.2024
First trading day23.07.2024
Last trading day16.07.2025
Final fixing day16.07.2025
Redemption date23.07.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term363
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 10'000.00
Performance of underlying since issue

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 marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.95%
Cash value of fixed income investment upon issue99.06%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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