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ZKB Autocallable Reverse Convertible on worst of
Microsoft Corp/Meta Platforms Inc/Arm Holdings Limited

ISIN: CH1394335728 Security: 139433572 Symbol: Z0AA7Z Life cycle
Secondary market

Bid Price 101.15%

Ask Price 101.16%

Currency USD

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 21.11.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Microsoft N413.515409.63USD286.74 (70.00%)30.70%3.4875
Meta Platforms N561.5578.54USD404.98 (70.00%)27.39%2.4693
Arm Hldg Sp ADR133.48143.755USD100.63 (70.00%)24.43%9.9375

Reference data

ISIN CH1394335728
Security 139433572
Symbol Z0AA7Z
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)MSFT + 16.00%
Coupon paymentguaranteed
Interest portion p.a.MSFT
Premium portion p.a.16.000%
Coupon date06.02.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date31.10.2024
Payment day06.11.2024
First trading day06.11.2024
Last trading day30.10.2026
Final fixing day30.10.2026
Redemption date06.11.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term707
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 -7.37%

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 Returnn.a.
Cash value of fixed income investment upon issuen.a.
Cash value of fixed income investment upon redemptionn.a.

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date06.11.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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