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2.69% ZKB Reverse Convertible, 26.11.2024 on worst of MA UN/V UN
Mastercard Inc/Visa Inc

ISIN: CH1358049950 Security: 135804995 Symbol: n.a. Life cycle
gray-market

Bid Price 99.51%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 150'000.00

Volume n.a.

Date/time (realtime) 23.08.2024 05:40:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Mastercard -A- N466.44467.1541USD443.80 (95.00%)4.38%11.2664
Visa A -A-267.44266.9055USD253.56 (95.00%)5.02%19.7192

Reference data

ISIN CH1358049950
Security 135804995
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)2.70% (10.70% )
Coupon paymentguaranteed
Interest portion p.a.5.26%
Premium portion p.a.5.44%
Coupon date28.10.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date20.08.2024
Payment day26.08.2024
First trading day26.08.2024
Last trading day19.11.2024
Final fixing day19.11.2024
Redemption date26.11.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term85
Issue amount150'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 5'000.00
Performance of underlying since issue -0.65%

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 Return5.26%
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 date26.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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