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ZKB Barrier Reverse Convertible on worst of
Mondelez International Inc/Kellanova/Coca-Cola Co

ISIN: CH1303972264 Security: 130397226 Symbol: n.a. Life cycle
Secondary market

Bid Price 104.30%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 50'000.00

Volume n.a.

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

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Mondelez Int Inc -A-71.7670.7636USD70.76
(100.00%)
1.33%53.073
(75.00%)
25.99%14.1316
Kellanova N62.4952.4817USD52.48
(100.00%)
15.99%39.361
(75.00%)
36.99%19.0542
Coca-Cola A63.5857.4065USD57.41
(100.00%)
9.53%43.055
(75.00%)
32.15%17.4196

Reference data

ISIN CH1303972264
Security 130397226
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'104.50

Coupon

Coupon (Coupon p.a.)10.45% (10.48% )
Coupon paymentguaranteed
Interest portion p.a.5.30%
Premium portion p.a.5.18%
Coupon date29.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date21.11.2023
Payment day30.11.2023
First trading day30.11.2023
Last trading day21.11.2024
Final fixing day21.11.2024
Redemption date29.11.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term190
Issue amount50'000.00

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 marketNo
Stamp duty payable upon delivery of the securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return5.30%
Cash value of fixed income investment upon issue94.98%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date29.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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