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ZKB Barrier Reverse Convertible on worst of
Super Micro Computer Inc/Microsoft Corp/NVIDIA Corp

ISIN: CH1304000438 Security: 130400043 Symbol: n.a. Life cycle
Secondary market

Bid Price 108.47%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 880'000.00

Volume n.a.

Date/time (realtime) 23.05.2024 05:40:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Super Micro Comp N847.38674.2282USD674.23
(100.00%)
25.62%337.114
(50.00%)
62.81%n.a.
Microsoft N427406.3669USD406.37
(100.00%)
5.92%203.183
(50.00%)
52.96%n.a.
NVIDIA A1037.99701.0063USD701.01
(100.00%)
33.12%350.503
(50.00%)
66.56%n.a.

Reference data

ISIN CH1304000438
Security 130400043
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'160.58

Coupon

Coupon (Coupon p.a.)16.06% (16.06% )
Coupon paymentguaranteed
Interest portion p.a.1.42%
Premium portion p.a.14.63%
Coupon date13.02.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date06.02.2024
Payment day13.02.2024
First trading day13.02.2024
Last trading day06.02.2025
Final fixing day06.02.2025
Redemption date13.02.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term258
Issue amount900'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue 6.29%

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 Return1.42%
Cash value of fixed income investment upon issue98.60%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date13.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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