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ZKB Barrier Reverse Convertible on worst of
The Kraft Heinz Company/Mondelez International Inc/Coca-Cola Co

ISIN: CH1252909325 Security: 125290932 Symbol: n.a. Life cycle
Secondary market

Bid Price 109.30%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 35'000.00

Volume n.a.

Date/time (realtime) 15.05.2024 10:15:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
The Kraft Heinz Co A35.96538.1697USD38.17
(100.00%)
-5.47%26.719
(70.00%)
26.17%26.1988
Mondelez Int Inc -A-71.5375.0125USD75.01
(100.00%)
-4.29%52.509
(70.00%)
27.00%13.3311
Coca-Cola A63.1160.2184USD60.22
(100.00%)
4.57%42.153
(70.00%)
33.20%16.6062

Reference data

ISIN CH1252909325
Security 125290932
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'106.44

Coupon

Coupon (Coupon p.a.)10.64% (10.64% )
Coupon paymentguaranteed
Interest portion p.a.5.17%
Premium portion p.a.5.47%
Coupon date06.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date30.05.2023
Payment day06.06.2023
First trading day06.06.2023
Last trading day30.05.2024
Final fixing day30.05.2024
Redemption date06.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term14
Issue amount35'000.00

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 -5.19%

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 Return5.17%
Cash value of fixed income investment upon issue95.08%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date06.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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