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ZKB Barrier Reverse Convertible on worst of
Alphabet Inc/Microsoft Corp/Meta Platforms Inc/Cisco Systems Inc/JPMorgan Chase & Co

ISIN: CH1329133743 Security: 132913374 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.56%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 23'000.00

Volume n.a.

Date/time (realtime) 31.05.2024 05:45:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Alphabet A -A-172.51168.7369USD168.74
(100.00%)
0.70%101.242
(60.00%)
40.42%5.9264
Microsoft N415.605414.6453USD414.65
(100.00%)
-1.98%248.787
(60.00%)
38.81%2.4117
Meta Platforms N467.29467.7192USD467.72
(100.00%)
-2.64%280.632
(60.00%)
38.42%2.1380
Cisco Systems A46.548.7073USD48.71
(100.00%)
-5.78%29.224
(60.00%)
36.53%20.5308
JPMorgan Chase A202.63198.6351USD198.64
(100.00%)
0.49%119.181
(60.00%)
40.29%5.0344

Reference data

ISIN CH1329133743
Security 132913374
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'153.58

Coupon

Coupon (Coupon p.a.)15.36% (15.40% )
Coupon paymentguaranteed
Interest portion p.a.5.22%
Premium portion p.a.10.18%
Coupon date21.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date14.05.2024
Payment day22.05.2024
First trading day22.05.2024
Last trading day14.05.2025
Final fixing day14.05.2025
Redemption date21.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term346
Issue amount23'000.00

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 -5.47%

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 Return5.22%
Cash value of fixed income investment upon issue95.05%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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