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ZKB Barrier Reverse Convertible on worst of
Mondelez International Inc/The Kraft Heinz Company/Kellanova

ISIN: CH1303994367 Security: 130399436 Symbol: n.a. Life cycle
Secondary market

Bid Price 105.00%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:24

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Mondelez Int Inc -A-64.474.0986USD74.10
(100.00%)
-14.95%55.574
(75.00%)
13.79%13.4955
The Kraft Heinz Co A31.8136.7769USD36.78
(100.00%)
-17.22%27.583
(75.00%)
12.09%27.1910
Kellanova N81.1753.4817USD53.48
(100.00%)
33.98%40.111
(75.00%)
50.48%18.6980

Reference data

ISIN CH1303994367
Security 130399436
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'115.25

Coupon

Coupon (Coupon p.a.)11.52% (11.46% )
Coupon paymentguaranteed
Interest portion p.a.4.88%
Premium portion p.a.6.58%
Coupon date03.02.2025
Day count convention30/360 (German), modified following
Accrued coupon9.42%

Life cycle

Issue price100.00%
Initial fixing date25.01.2024
Payment day01.02.2024
First trading day01.02.2024
Last trading day27.01.2025
Final fixing day27.01.2025
Redemption date03.02.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term63
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 -14.69%

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 Return4.88%
Cash value of fixed income investment upon issue95.32%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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