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ZKB Barrier Reverse Convertible on worst of
Alphabet Inc/Intel Corp/Microsoft Corp

ISIN: CH1303990704 Security: 130399070 Symbol: n.a. Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Alphabet A -A-n.v142.6597USD142.66
(100.00%)
19.70%75.610
(53.00%)
57.44%70.0969
Intel An.v46.9551USD46.96
(100.00%)
-42.37%24.886
(53.00%)
24.54%212.9693
Microsoft Nn.v391.7497USD391.75
(100.00%)
10.38%207.627
(53.00%)
52.50%25.5265

Reference data

ISIN CH1303990704
Security 130399070
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 10'343.16

Coupon

Coupon (Coupon p.a.)3.43% (6.88% )
Coupon paymentguaranteed
Interest portion p.a.5.29%
Premium portion p.a.1.59%
Coupon daten.a.
Day count conventionAct/365 (Englisch), modified following
Accrued coupon1.68%

Life cycle

Issue price100.00%
Initial fixing date18.01.2024
Payment day26.01.2024
First trading day26.01.2024
Last trading day19.07.2024
Final fixing day19.07.2024
Redemption date26.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
Issue amount200'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 10'000.00
Performance of underlying since issue -29.76%

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 Return5.29%
Cash value of fixed income investment upon issue97.46%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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