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ZKB Barrier Reverse Convertible on worst of
Chevron Corporation/Schlumberger Ltd/Exxon Mobil Corp

ISIN: CH1329119601 Security: 132911960 Symbol: n.a. Life cycle
Secondary market

Bid Price 97.95%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 10'000.00

Volume n.a.

Date/time (realtime) 24.07.2024 12:10:23

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Chevron154.09154.535USD154.54
(100.00%)
-0.29%100.448
(65.00%)
34.81%n.a.
Schlumberger A49.0554.215USD54.22
(100.00%)
-10.53%35.240
(65.00%)
28.16%n.a.
Exxon Mobil A113.41112.99USD112.99
(100.00%)
0.37%73.444
(65.00%)
35.24%n.a.

Reference data

ISIN CH1329119601
Security 132911960
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'069.37

Coupon

Coupon (Coupon p.a.)6.94% (6.94% )
Coupon paymentguaranteed
Interest portion p.a.1.18%
Premium portion p.a.5.75%
Coupon date02.10.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date22.03.2024
Payment day02.04.2024
First trading day02.04.2024
Last trading day26.03.2025
Final fixing day26.03.2025
Redemption date02.04.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term244
Issue amount10'000.00

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 -9.53%

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 Return1.18%
Cash value of fixed income investment upon issue98.83%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date02.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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