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ZKB Barrier Reverse Convertible on worst of
Mondelez International Inc/Walmart Inc/Coca-Cola Co/PepsiCo Inc

ISIN: CH1273461462 Security: 127346146 Symbol: Z0895Z Life cycle
Secondary market

Bid Price 102.68%

Ask Price 103.28%

Currency USD

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 09.07.2024 10:22:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Mondelez Int Inc -A-66.1671.64USD71.64
(100.00%)
-8.28%42.268
(59.00%)
36.11%13.9587
Wal-Mart Stores A69.6854.6367USD54.64
(100.00%)
21.59%32.236
(59.00%)
53.74%18.3027
Coca-Cola A62.9658.44USD58.44
(100.00%)
7.18%34.480
(59.00%)
45.24%17.1116
PepsiCo A162.12178.38USD178.38
(100.00%)
-10.03%105.244
(59.00%)
35.08%5.6060

Reference data

ISIN CH1273461462
Security 127346146
Symbol Z0895Z
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'085.00

Coupon

Coupon (Coupon p.a.)8.50% (8.50% )
Coupon paymentguaranteed
Interest portion p.a.5.51%
Premium portion p.a.2.99%
Coupon date27.09.2024
Day count convention30/360 (German), modified following
Accrued coupon2.46%

Life cycle

Issue price100.00%
Initial fixing date20.09.2023
Payment day27.09.2023
First trading day27.09.2023
Last trading day20.09.2024
Final fixing day20.09.2024
Redemption date27.09.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term72
Issue amount5'000'000.00

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 -9.12%

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 Return5.51%
Cash value of fixed income investment upon issue94.78%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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