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ZKB Barrier Reverse Convertible on worst of
Givaudan AG/Siegfried Holding AG/Lonza Group AG/Stadler Rail AG

ISIN: CH1303996263 Security: 130399626 Symbol: n.a. Life cycle
Secondary market

Bid Price 104.41%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 250'000.00

Volume n.a.

Date/time (realtime) 07.06.2024 12:25:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Givaudan N43063'680.50CHF3'680.50
(100.00%)
14.49%2'944.400
(80.00%)
31.59%67.9256
Siegfried Holding N923865.00CHF865.00
(100.00%)
6.28%692.000
(80.00%)
25.03%289.0173
Lonza Grp N507436.20CHF436.20
(100.00%)
13.96%348.960
(80.00%)
31.17%573.1316
Stadler Rail N27.827.85CHF27.85
(100.00%)
-0.18%22.280
(80.00%)
19.86%8'976.6607

Reference data

ISIN CH1303996263
Security 130399626
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 250'000.00
Barrier level observation continuous
Maximum repayment 290'015.50

Coupon

Coupon (Coupon p.a.)16.01% (16.01% )
Coupon paymentguaranteed
Interest portion p.a.1.34%
Premium portion p.a.14.67%
Coupon date05.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date29.01.2024
Payment day05.02.2024
First trading day05.02.2024
Last trading day29.01.2025
Final fixing day29.01.2025
Redemption date05.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term235
Issue amount250'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 250'000.00
Performance of underlying since issue -0.18%

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 Return1.34%
Cash value of fixed income investment upon issue98.68%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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