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16.05% ZKB Barrier Reverse Convertible, 23.06.2026 on worst of PG UN/KO UN/MCD UN
McDonald's Corp/Procter & Gamble Co/Coca-Cola Co

ISIN: CH1329143486 Security: 132914348 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.30%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 02.07.2024 05:45:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
McDonald's A247.79252.095USD252.10
(100.00%)
-1.36%189.071
(75.00%)
23.98%3.9668
Procter & Gamble A163.9165.36USD165.36
(100.00%)
-1.30%124.020
(75.00%)
24.03%6.0474
Coca-Cola A63.1562.625USD62.63
(100.00%)
0.80%46.969
(75.00%)
25.60%15.9681

Reference data

ISIN CH1329143486
Security 132914348
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'160.51

Coupon

Coupon (Coupon p.a.)16.05% (8.00% )
Coupon paymentguaranteed
Interest portion p.a.4.61%
Premium portion p.a.3.39%
Coupon date23.09.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date13.06.2024
Payment day21.06.2024
First trading day21.06.2024
Last trading day15.06.2026
Final fixing day15.06.2026
Redemption date23.06.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term711
Issue amount200'000.00

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 -1.34%

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 Return4.61%
Cash value of fixed income investment upon issue91.36%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.06.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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