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ZKB Reverse Convertible on worst of
Walmart Inc/Johnson & Johnson/Eli Lilly & Co/Amazon.com Inc/Microsoft Corp

ISIN: CH1358053655 Security: 135805365 Symbol: n.a. Life cycle
gray-market

Bid Price 100.80%

Ask Price n.a.

Currency qGBP

Exchange ZKB

Volume 300'000.00

Volume n.a.

Date/time (realtime) 12.09.2024 04:16:08

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Wal-Mart Stores A78.8176.555USD57.42 (75.00%)27.28%n.a.
Johnson & Johnson A163.2165.025USD123.77 (75.00%)24.73%n.a.
Eli Lilly & Co A926.8901.51USD676.13 (75.00%)26.81%n.a.
Amazon.Com A185.09174.015USD130.51 (75.00%)29.71%n.a.
Microsoft N421.24404.855USD303.64 (75.00%)28.13%n.a.

Reference data

ISIN CH1358053655
Security 135805365
Symbol n.a.
Currency qGBP
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)10.42% (10.37% )
Coupon paymentguaranteed
Interest portion p.a.4.32%
Premium portion p.a.6.05%
Coupon date16.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date06.09.2024
Payment day13.09.2024
First trading day13.09.2024
Last trading day08.09.2025
Final fixing day08.09.2025
Redemption date15.09.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term360
Issue amount300'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot GBP 1'000.00
Performance of underlying since issue -0.36%

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 Return4.32%
Cash value of fixed income investment upon issue95.84%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date15.09.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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