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ZKB Barrier Reverse Convertible on worst of
Apple Inc/Meta Platforms Inc/Microsoft Corp

ISIN: CH1329130541 Security: 132913054 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.12%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 24.07.2024 02:20:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Apple A224.97173.54USD173.54
(100.00%)
22.87%104.124
(60.00%)
53.72%5.7624
Meta Platforms N488.69435.855USD435.86
(100.00%)
10.81%261.513
(60.00%)
46.49%2.2943
Microsoft N444.85404.175USD404.18
(100.00%)
9.14%242.505
(60.00%)
45.49%2.4742

Reference data

ISIN CH1329130541
Security 132913054
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'130.92

Coupon

Coupon (Coupon p.a.)13.09% (13.06% )
Coupon paymentguaranteed
Interest portion p.a.5.30%
Premium portion p.a.7.76%
Coupon date07.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date29.04.2024
Payment day06.05.2024
First trading day06.05.2024
Last trading day29.04.2025
Final fixing day29.04.2025
Redemption date07.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term278
Issue amount50'000.00

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 10.06%

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 Return5.30%
Cash value of fixed income investment upon issue94.96%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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