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ZKB Barrier Reverse Convertible on worst of
Coca-Cola Co/The Home Depot Inc/Exxon Mobil Corp

ISIN: CH1329133669 Security: 132913366 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.52%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 09.07.2024 04:20:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Coca-Cola A62.8463.535USD63.54
(100.00%)
-0.86%38.121
(60.00%)
39.49%786.9678
Home Depot A337.63345.105USD345.11
(100.00%)
-2.03%207.063
(60.00%)
38.78%144.8834
Exxon Mobil A111.47118.15USD118.15
(100.00%)
-5.98%70.890
(60.00%)
36.41%423.1909

Reference data

ISIN CH1329133669
Security 132913366
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 50'000.00
Barrier level observation at maturity
Maximum repayment 53'893.80

Coupon

Coupon (Coupon p.a.)7.79% (7.81% )
Coupon paymentguaranteed
Interest portion p.a.5.21%
Premium portion p.a.2.60%
Coupon date20.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date13.05.2024
Payment day21.05.2024
First trading day21.05.2024
Last trading day13.05.2025
Final fixing day13.05.2025
Redemption date20.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term307
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 50'000.00
Performance of underlying since issue -5.65%

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 issue95.06%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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