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ZKB Callable Barrier Reverse Convertible on worst of
Alphabet Inc/Intel Corp/Amazon.com Inc

ISIN: CH1329121169 Security: 132912116 Symbol: n.a. Life cycle
Secondary market

Bid Price 93.39%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 21.06.2024 05:45:11

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Alphabet A -A-179.63149.28USD149.28
(100.00%)
17.10%74.640
(50.00%)
58.55%6.6988
Intel A31.0943.205USD43.21
(100.00%)
-39.26%21.603
(50.00%)
30.37%23.1455
Amazon.Com A189.08178.38USD178.38
(100.00%)
5.20%89.190
(50.00%)
52.60%5.6060

Reference data

ISIN CH1329121169
Security 132912116
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'081.58

Coupon

Coupon (Coupon p.a.)8.16% (8.16% )
Coupon paymentguaranteed
Interest portion p.a.5.06%
Premium portion p.a.3.10%
Coupon date03.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.03.2024
Payment day03.04.2024
First trading day03.04.2024
Last trading day27.03.2025
Final fixing day27.03.2025
Redemption date03.04.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term276
Issue amount100'000.00

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 -28.19%

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 Return5.06%
Cash value of fixed income investment upon issue95.19%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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