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ZKB Callable Barrier Reverse Convertible on worst of
Electronic Arts/Apple Inc/Microsoft Corp/Alphabet Inc/Amazon.com Inc

ISIN: CH1304003416 Security: 130400341 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.57%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 28'000.00

Volume n.a.

Date/time (realtime) 15.05.2024 03:26:09

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Electronic Arts A126.59137.6217USD123.86
(90.00%)
2.16%82.573
(60.00%)
34.77%8.0737
Apple A187.43186.6314USD167.97
(90.00%)
10.38%111.979
(60.00%)
40.26%5.9535
Microsoft N416.56414.641USD373.18
(90.00%)
10.41%248.785
(60.00%)
40.28%2.6797
Alphabet A -C-171.93148.5151USD133.66
(90.00%)
22.26%89.109
(60.00%)
48.17%7.4815
Amazon.Com A187.07171.949USD154.75
(90.00%)
17.27%103.169
(60.00%)
44.85%6.4619

Reference data

ISIN CH1304003416
Security 130400341
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'122.07

Coupon

Coupon (Coupon p.a.)12.21% (12.21% )
Coupon paymentguaranteed
Interest portion p.a.4.95%
Premium portion p.a.7.25%
Coupon date21.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date13.02.2024
Payment day21.02.2024
First trading day21.02.2024
Last trading day13.02.2025
Final fixing day13.02.2025
Redemption date21.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term273
Issue amount28'000.00

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 -8.02%

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 Return4.95%
Cash value of fixed income investment upon issue95.28%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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