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ZKB Autocallable Reverse Convertible on worst of
Moët Hennessy Louis Vuitton SE/Kering SA/Valeo SA

ISIN: CH1214889425 Security: 121488942 Symbol: n.a. Life cycle
Secondary market

Bid Price 68.30%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:53

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
LVMH A574.9799.75EUR423.95 (53.01%)26.26%11.7939
Kering N208.45562.20EUR298.02 (53.01%)-42.97%16.7773
Valeo A8.01619.9475EUR10.57 (53.01%)-31.91%472.8504

Reference data

ISIN CH1214889425
Security 121488942
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)MC + 6.00%
Coupon paymentguaranteed
Interest portion p.a.MC
Premium portion p.a.6.000%
Coupon date06.03.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.02.2023
Payment day06.03.2023
First trading day06.03.2023
Last trading day27.02.2026
Final fixing day27.02.2026
Redemption date06.03.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term462
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 5'000.00
Performance of underlying since issue -62.92%

Product type

SSPA derivative category Yield enhancement
SSPA code Reverse convertible (1220)

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.36%
Cash value of fixed income investment upon issue90.55%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date06.03.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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