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ZKB Autocallable Barrier Reverse Convertible on worst of
Goldman Sachs Group Inc/Morgan Stanley

ISIN: CH1303986025 Security: 130398602 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.13%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 42'000.00

Volume n.a.

Date/time (realtime) 20.05.2024 08:00:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Goldman Sachs Grp A465.16382.9315USD382.932 (100.00%)18.13%268.052 (70.00%)42.69%
Morgan Stanley A100.3191.9791USD91.979 (100.00%)8.22%64.385 (70.00%)35.76%

Reference data

ISIN CH1303986025
Security 130398602
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.)GS + 10.90%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date10.01.2024
Payment day16.01.2024
First trading day16.01.2024
Last trading day10.01.2025
Final fixing day10.01.2025
Redemption date15.01.2025
Redemption typeCash Settlement
Early redemptionYes
Next observation date09.07.2024
Residual term234
Issue amount42'000.00

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 8.96%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.87%
Cash value of fixed income investment upon issue95.37%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date15.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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