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ZKB Autocallable Barrier Reverse Convertible on worst of
Lonza Group AG/UBS Group AG/The Swatch Group AG

ISIN: CH1329115666 Security: 132911566 Symbol: n.a. Life cycle
Secondary market

Bid Price 96.84%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 1'650'000.00

Volume n.a.

Date/time (realtime) 31.05.2024 05:45:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Lonza Grp N486.4463.00CHF463.000 (100.00%)4.81%254.650 (55.00%)47.65%
UBS Group AG28.4927.86CHF27.860 (100.00%)2.21%15.323 (55.00%)46.22%
The Swatch Grp A193.15208.15CHF208.150 (100.00%)-7.77%114.483 (55.00%)40.73%

Reference data

ISIN CH1329115666
Security 132911566
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)LONN + 11.04%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date13.03.2024
Payment day20.03.2024
First trading day20.03.2024
Last trading day13.03.2026
Final fixing day13.03.2026
Redemption date20.03.2026
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date13.03.2025
Residual term649
Issue amount1'650'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -7.21%

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 Return1.12%
Cash value of fixed income investment upon issue97.79%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.03.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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