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ZKB Reverse Convertible on worst of
Microsoft Corp/The Home Depot Inc

ISIN: CH1341409261 Security: 134140926 Symbol: Z0A6MZ Life cycle
Secondary market

Bid Price 99.74%

Ask Price 100.24%

Currency USD

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 18.10.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Microsoft N418.16414.71USD331.77 (80.00%)20.57%3.0142
Home Depot A415414.18USD331.34 (80.00%)19.94%3.0180

Reference data

ISIN CH1341409261
Security 134140926
Symbol Z0A6MZ
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)8.80% (8.80% )
Coupon paymentguaranteed
Interest portion p.a.4.18%
Premium portion p.a.4.62%
Coupon date16.10.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date08.10.2024
Payment day16.10.2024
First trading day16.10.2024
Last trading day08.10.2025
Final fixing day08.10.2025
Redemption date16.10.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term353
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -0.07%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.18%
Cash value of fixed income investment upon issue95.99%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date16.10.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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