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ZKB Barrier Reverse Convertible on worst of
Abbott Laboratories/Merck KGaA/Sanofi SA/Tecan Group AG

ISIN: CH1304003846 Security: 130400384 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.83%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 23.05.2024 02:50:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Abbott Laborat. A104.82111.625USD111.63
(100.00%)
-6.49%66.975
(60.00%)
36.10%n.a.
Merck A169.8151.10EUR151.10
(100.00%)
10.96%90.660
(60.00%)
46.58%n.a.
Sanofi A91.3685.735EUR85.74
(100.00%)
6.11%51.441
(60.00%)
43.66%n.a.
TECAN GROUP N332.8341.00CHF341.00
(100.00%)
-2.46%204.600
(60.00%)
38.52%n.a.

Reference data

ISIN CH1304003846
Security 130400384
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'182.95

Coupon

Coupon (Coupon p.a.)18.30% (9.14% )
Coupon paymentguaranteed
Interest portion p.a.1.12%
Premium portion p.a.8.02%
Coupon date20.02.2025
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date13.02.2024
Payment day20.02.2024
First trading day20.02.2024
Last trading day12.02.2026
Final fixing day12.02.2026
Redemption date20.02.2026
Redemption typeCash Settlement
Early redemptionNo
Residual term629
Issue amount100'000.00

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 -6.10%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.12%
Cash value of fixed income investment upon issue97.80%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.02.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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