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ZKB Barrier Reverse Convertible on worst of
Meta Platforms Inc/NVIDIA Corp/Alphabet Inc/Microsoft Corp/Amazon.com Inc

ISIN: CH1303993989 Security: 130399398 Symbol: n.a. Life cycle
Secondary market

Bid Price 104.64%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 110'000.00

Volume n.a.

Date/time (realtime) 07.06.2024 05:45:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Meta Platforms N492.96390.005USD312.00
(80.00%)
37.26%234.003
(60.00%)
52.94%3.2051
NVIDIA A1208.88602.385USD481.91
(80.00%)
59.61%361.431
(60.00%)
69.70%2.0751
Alphabet A -C-175.95150.255USD120.20
(80.00%)
32.73%90.153
(60.00%)
49.55%8.3192
Microsoft N423.85402.00USD321.60
(80.00%)
24.38%241.200
(60.00%)
43.29%3.1095
Amazon.Com A184.3157.825USD126.26
(80.00%)
32.06%94.695
(60.00%)
49.05%7.9202

Reference data

ISIN CH1303993989
Security 130399398
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'108.32

Coupon

Coupon (Coupon p.a.)10.83% (10.83% )
Coupon paymentguaranteed
Interest portion p.a.4.84%
Premium portion p.a.5.99%
Coupon date31.01.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date24.01.2024
Payment day31.01.2024
First trading day31.01.2024
Last trading day24.01.2025
Final fixing day24.01.2025
Redemption date31.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term228
Issue amount110'000.00

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 5.80%

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 Return4.84%
Cash value of fixed income investment upon issue95.38%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date31.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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