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ZKB Autocallable Barrier Reverse Convertible on worst of
Apple Inc/Mastercard Inc/Nike Inc

ISIN: CH1303985019 Security: 130398501 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.99%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 500'000.00

Volume n.a.

Date/time (realtime) 07.06.2024 05:45:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Apple A196.89185.0758USD166.568 (90.00%)5.52%115.672 (62.50%)40.95%
Mastercard -A- N449.79420.6567USD378.591 (90.00%)6.64%262.911 (62.50%)41.65%
Nike A -B-96.55103.4347USD93.091 (90.00%)-5.93%64.647 (62.50%)33.79%

Reference data

ISIN CH1303985019
Security 130398501
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)AAPL + 10.07%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date09.01.2024
Payment day19.01.2024
First trading day19.01.2024
Last trading day13.01.2025
Final fixing day13.01.2025
Redemption date21.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date12.07.2024
Residual term218
Issue amount500'000.00

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 -5.60%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zürcher 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 Return4.88%
Cash value of fixed income investment upon issue95.32%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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