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ZKB Barrier Reverse Convertible on worst of
Alibaba Group Holding Ltd/Baidu Inc

ISIN: CH1329121151 Security: 132912115 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.13%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 760'000.00

Volume n.a.

Date/time (realtime) 14.05.2024 05:45:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Alibaba Grp A78.5771.505USD71.51
(100.00%)
8.96%37.338
(52.22%)
52.46%69.9252
Baidu ADR109.0294103.775USD103.78
(100.00%)
4.88%54.189
(52.22%)
50.33%48.1812

Reference data

ISIN CH1329121151
Security 132912115
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'225.62

Coupon

Coupon (Coupon p.a.)4.51% (9.00% )
Coupon paymentguaranteed
Interest portion p.a.5.33%
Premium portion p.a.3.67%
Coupon date10.07.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.03.2024
Payment day10.04.2024
First trading day10.04.2024
Last trading day03.10.2024
Final fixing day03.10.2024
Redemption date10.10.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term141
Issue amount760'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 5'000.00
Performance of underlying since issue 5.13%

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 Return5.33%
Cash value of fixed income investment upon issue97.43%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date10.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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