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ZKB Reverse Convertible on worst of
Bayerische Motoren Werke AG/Volkswagen AG/Tesla Inc

ISIN: CH1358055015 Security: 135805501 Symbol: Z0A2HZ Life cycle
gray-market

Bid Price 99.66%

Ask Price 100.16%

Currency qEUR

Exchange ZKB

Volume 250'000.00

Volume 250'000.00

Date/time (realtime) 12.09.2024 05:17:55

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
BMW A71.3670.63EUR42.38 (60.00%)n.a.n.a.
Volkswagen VA89.9689.76EUR53.86 (60.00%)n.a.n.a.
Tesla Motors A229.405224.5275USD134.72 (60.00%)n.a.n.a.

Reference data

ISIN CH1358055015
Security 135805501
Symbol Z0A2HZ
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)27.30% (9.10% )
Coupon paymentguaranteed
Interest portion p.a.2.18%
Premium portion p.a.6.92%
Coupon date17.09.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date11.09.2024
Payment day17.09.2024
First trading day17.09.2024
Last trading day13.09.2027
Final fixing day13.09.2027
Redemption date17.09.2027
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term1'095
Issue amount100'000.00

Price data

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

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return2.18%
Cash value of fixed income investment upon issue93.75%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.09.2027
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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