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ZKB Barrier Reverse Convertible on worst of
Citigroup Inc/Exxon Mobil Corp/McDonald's Corp

ISIN: CH1304002046 Security: 130400204 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.72%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 22.05.2024 05:45:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Citigroup A63.8254.3558USD54.36
(100.00%)
15.49%32.614
(60.00%)
49.29%18.3973
Exxon Mobil A115.48103.7741USD103.77
(100.00%)
10.23%62.265
(60.00%)
46.14%9.6363
McDonald's A265.77292.0515USD292.05
(100.00%)
-9.85%175.231
(60.00%)
34.09%3.4241

Reference data

ISIN CH1304002046
Security 130400204
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'105.95

Coupon

Coupon (Coupon p.a.)10.60% (10.54% )
Coupon paymentguaranteed
Interest portion p.a.4.94%
Premium portion p.a.5.59%
Coupon date18.02.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date09.02.2024
Payment day16.02.2024
First trading day16.02.2024
Last trading day10.02.2025
Final fixing day10.02.2025
Redemption date18.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term262
Issue amount30'000.00

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 -8.96%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.94%
Cash value of fixed income investment upon issue95.26%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date18.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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