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ZKB Barrier Reverse Convertible on worst of
Coca-Cola Co/The Home Depot Inc/Pfizer Inc/Amazon.com Inc

ISIN: CH1303979053 Security: 130397905 Symbol: n.a. Life cycle
Secondary market

Bid Price 107.67%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:39

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Coca-Cola A63.9259.8593USD59.86
(100.00%)
6.12%29.930
(50.00%)
53.06%16.7058
Home Depot A420343.5337USD343.53
(100.00%)
17.93%171.767
(50.00%)
58.96%2.9109
Pfizer Inc25.6526.8369USD26.84
(100.00%)
-4.44%13.418
(50.00%)
47.78%37.2622
Amazon.Com A197.12149.7519USD149.75
(100.00%)
24.34%74.876
(50.00%)
62.17%6.6777

Reference data

ISIN CH1303979053
Security 130397905
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'132.15

Coupon

Coupon (Coupon p.a.)13.22% (10.57% )
Coupon paymentguaranteed
Interest portion p.a.4.68%
Premium portion p.a.5.89%
Coupon date21.03.2025
Day count convention30/360 (German), modified following
Accrued coupon7.19%

Life cycle

Issue price100.00%
Initial fixing date14.12.2023
Payment day21.12.2023
First trading day21.12.2023
Last trading day14.03.2025
Final fixing day14.03.2025
Redemption date21.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term109
Issue amount50'000.00

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 -4.25%

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 Return4.68%
Cash value of fixed income investment upon issue94.44%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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