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ZKB Reverse Convertible on worst of
Walmart Inc/Coca-Cola Co/McDonald's Corp

ISIN: CH1358055601 Security: 135805560 Symbol: n.a. Life cycle
Secondary market

Bid Price 97.31%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 26'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:33

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Wal-Mart Stores A90.4479.8002USD63.84 (80.00%)29.73%15.6641
Coca-Cola A63.9270.8429USD56.67 (80.00%)11.09%17.6447
McDonald's A290.28292.512USD234.01 (80.00%)19.12%4.2733

Reference data

ISIN CH1358055601
Security 135805560
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)6.41% (6.38% )
Coupon paymentguaranteed
Interest portion p.a.3.93%
Premium portion p.a.2.45%
Coupon date22.09.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date13.09.2024
Payment day20.09.2024
First trading day20.09.2024
Last trading day15.09.2025
Final fixing day15.09.2025
Redemption date22.09.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term294
Issue amount26'000.00

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 -10.02%

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 Return3.93%
Cash value of fixed income investment upon issue96.20%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date22.09.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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