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ZKB Autocallable Barrier Reverse Convertible on worst of
Bank of America Corp/Microsoft Corp/Goldman Sachs Group Inc

ISIN: CH1329122431 Security: 132912243 Symbol: n.a. Life cycle
Secondary market

Bid Price 97.40%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 105'000.00

Volume n.a.

Date/time (realtime) 28.05.2024 05:45:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Bank of America A39.1337.805USD37.805 (100.00%)4.19%22.683 (60.00%)42.52%
Microsoft N428.095419.975USD419.975 (100.00%)2.06%251.985 (60.00%)41.23%
Goldman Sachs Grp A458.92414.245USD414.245 (100.00%)10.45%248.547 (60.00%)46.27%

Reference data

ISIN CH1329122431
Security 132912243
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.)BAC + 10.02%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date03.04.2024
Payment day10.04.2024
First trading day10.04.2024
Last trading day03.10.2025
Final fixing day03.10.2025
Redemption date10.10.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date02.07.2024
Residual term492
Issue amount105'000.00

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 2.10%

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 Return4.89%
Cash value of fixed income investment upon issue93.08%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date10.10.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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