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12.50% p.a. ZKB Autocallable Reverse Convertible, 15.08.2025 on worst of INTC UW/TSM UN
Intel Corp/Taiwan Semiconductor Manufacturing Co Ltd

ISIN: CH1358047962 Security: 135804796 Symbol: Z09WXZ Life cycle
gray-market

Bid Price 99.96%

Ask Price 100.66%

Currency USD

Exchange ZKB

Volume 300'000.00

Volume 300'000.00

Date/time (realtime) 14.08.2024 05:17:31

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Intel A19.9219.71USD13.80 (70.00%)31.51%72.4795
Taiwan Semi ADR169.97167.12USD116.98 (70.00%)31.30%8.5482

Reference data

ISIN CH1358047962
Security 135804796
Symbol Z09WXZ
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)INTC + 12.50%
Coupon paymentguaranteed
Interest portion p.a.INTC
Premium portion p.a.12.500%
Coupon date15.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date09.08.2024
Payment day15.08.2024
First trading day15.08.2024
Last trading day11.08.2025
Final fixing day11.08.2025
Redemption date15.08.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term361
Issue amount5'000'000.00

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 1.90%

Product type

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

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 marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.40%
Cash value of fixed income investment upon issue95.79%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date15.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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