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ZKB Callable Barrier Reverse Convertible on worst of
Kering SA/A.P. Moeller - Maersk A/S/TEMENOS AG

ISIN: CH1132877759 Security: 113287775 Symbol: n.a. Life cycle
Secondary market

Bid Price 59.46%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 10'000'000.00

Volume n.a.

Date/time (realtime) 13.05.2024 05:40:22

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Kering N332.5619.40EUR619.40
(100.00%)
-86.29%309.700
(50.00%)
6.86%n.a.
A.P.Moeller-Maersk A1124013'061.3531DKK13'061.35
(100.00%)
-16.20%6'530.677
(50.00%)
41.90%n.a.
Temenos Group AG57.55125.90CHF125.90
(100.00%)
-118.77%62.950
(50.00%)
-9.38%n.a.

Reference data

ISIN CH1132877759
Security 113287775
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'260.76

Coupon

Coupon (Coupon p.a.)26.08% (8.70% )
Coupon paymentguaranteed
Interest portion p.a.0.65%
Premium portion p.a.8.05%
Coupon date12.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date04.10.2021
Payment day12.10.2021
First trading day12.10.2021
Last trading day04.10.2024
Final fixing day04.10.2024
Redemption date11.10.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term142
Issue amount10'000'000.00

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 -54.29%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.65%
Cash value of fixed income investment upon issue98.09%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date11.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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