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ZKB Autocallable Barrier Reverse Convertible on worst of
The Walt Disney Company/Nike Inc

ISIN: CH1329109339 Security: 132910933 Symbol: n.a. Life cycle
Secondary market

Bid Price 96.89%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 150'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 05:45:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Walt Disney A103.25107.7466USD107.747 (100.00%)0.83%70.035 (65.00%)32.14%
Nike A -B-92.18104.5906USD104.591 (100.00%)-7.90%67.984 (65.00%)26.18%

Reference data

ISIN CH1329109339
Security 132910933
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)DIS + 11.80%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date27.02.2024
Payment day05.03.2024
First trading day05.03.2024
Last trading day26.02.2025
Final fixing day26.02.2025
Redemption date05.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date29.05.2024
Residual term282
Issue amount150'000.00

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 -11.95%

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 marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return5.15%
Cash value of fixed income investment upon issue95.10%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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