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ZKB Barrier Reverse Convertible on worst of
Schlumberger Ltd/Newmont Goldcorp Corporation/The Kraft Heinz Company

ISIN: CH1329132984 Security: 132913298 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.06%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 23.05.2024 10:02:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Schlumberger A46.4848.615USD48.62
(100.00%)
-3.71%31.600
(65.00%)
32.59%20.5698
Newmont Goldcorp A42.3943.46USD43.46
(100.00%)
-1.40%28.249
(65.00%)
34.09%23.0097
The Kraft Heinz Co A36.3835.695USD35.70
(100.00%)
1.30%23.202
(65.00%)
35.84%28.0151

Reference data

ISIN CH1329132984
Security 132913298
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'154.91

Coupon

Coupon (Coupon p.a.)15.49% (15.41% )
Coupon paymentguaranteed
Interest portion p.a.5.21%
Premium portion p.a.10.19%
Coupon date19.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date10.05.2024
Payment day17.05.2024
First trading day17.05.2024
Last trading day12.05.2025
Final fixing day12.05.2025
Redemption date19.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term353
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 -3.58%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return5.21%
Cash value of fixed income investment upon issue95.02%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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