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5.95% ZKB Barrier Reverse Convertible, 30.09.2024 on worst of NVDA UW/AMD UW/MRVL UW
Advanced Micro Devices Inc/Marvell Technology Inc/NVIDIA Corp

ISIN: CH1329107978 Security: 132910797 Symbol: n.a. Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency qn.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
AMD An.v180.155USD180.16
(100.00%)
-15.52%90.078
(50.00%)
42.24%n.a.
Marvell Tech Nn.v69.555USD69.56
(100.00%)
5.85%34.778
(50.00%)
52.93%n.a.
NVIDIA An.v77.801USD77.80
(100.00%)
32.93%38.901
(50.00%)
66.47%n.a.

Reference data

ISIN CH1329107978
Security 132910797
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'059.53

Coupon

Coupon (Coupon p.a.)5.95% (10.15% )
Coupon paymentguaranteed
Interest portion p.a.1.48%
Premium portion p.a.8.67%
Coupon daten.a.
Day count conventionAct/365 (Englisch), modified following
Accrued coupon0.73%

Life cycle

Issue price100.00%
Initial fixing date22.02.2024
Payment day29.02.2024
First trading day29.02.2024
Last trading day23.09.2024
Final fixing day23.09.2024
Redemption date30.09.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term0
Issue amount600'000.00

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 -13.44%

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 Return1.48%
Cash value of fixed income investment upon issue99.14%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date30.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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