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ZKB Reverse Convertible on worst of
Advanced Micro Devices Inc/Eli Lilly & Co/Microsoft Corp/NVIDIA Corp

ISIN: CH1358057060 Security: 135805706 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.31%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 70'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
AMD A138.35150.45USD120.36 (80.00%)12.71%41.5420
Eli Lilly & Co A748.01907.261USD725.81 (80.00%)3.58%6.8889
Microsoft N417436.3051USD349.04 (80.00%)15.59%14.3248
NVIDIA A141.95115.4322USD92.35 (80.00%)35.01%54.1444

Reference data

ISIN CH1358057060
Security 135805706
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)10.14% (20.44% )
Coupon paymentguaranteed
Interest portion p.a.4.53%
Premium portion p.a.15.91%
Coupon date26.12.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date18.09.2024
Payment day25.09.2024
First trading day25.09.2024
Last trading day18.03.2025
Final fixing day18.03.2025
Redemption date25.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term113
Issue amount70'000.00

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 -17.03%

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 Return4.53%
Cash value of fixed income investment upon issue97.83%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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