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4.90% ZKB Reverse Convertible, 14.11.2024 on worst of NFLX UW/MSFT UW
Microsoft Corp/Netflix Inc

ISIN: CH1358046055 Security: 135804605 Symbol: n.a. Life cycle
gray-market

Bid Price 101.15%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 60'000.00

Volume n.a.

Date/time (realtime) 07.08.2024 10:22:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Microsoft N399.61398.8685USD351.00 (88.00%)12.16%2.8490
Netflix A609.57603.1457USD530.77 (88.00%)12.93%1.8841

Reference data

ISIN CH1358046055
Security 135804605
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)4.90% (19.40% )
Coupon paymentguaranteed
Interest portion p.a.5.24%
Premium portion p.a.14.16%
Coupon date14.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date06.08.2024
Payment day13.08.2024
First trading day13.08.2024
Last trading day06.11.2024
Final fixing day06.11.2024
Redemption date14.11.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term90
Issue amount60'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 0.19%

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 Return5.24%
Cash value of fixed income investment upon issue98.72%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date14.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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