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ZKB Autocallable Barrier Reverse Convertible on worst of
Volkswagen AG/Mercedes-Benz Group AG/Bayerische Motoren Werke AG

ISIN: CH1329113174 Security: 132911317 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.43%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 16.05.2024 05:40:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Volkswagen VA120.35117.37EUR117.370 (100.00%)2.48%58.685 (50.00%)51.24%
Daimler N68.3273.09EUR73.090 (100.00%)-6.98%36.545 (50.00%)46.51%
BMW A96.46107.63EUR107.630 (100.00%)-11.58%53.815 (50.00%)44.21%

Reference data

ISIN CH1329113174
Security 132911317
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)VOW3 + 7.03%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date06.03.2024
Payment day13.03.2024
First trading day13.03.2024
Last trading day06.06.2025
Final fixing day06.06.2025
Redemption date13.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date06.09.2024
Residual term384
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -10.38%

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 Return3.35%
Cash value of fixed income investment upon issue95.97%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date13.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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