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ZKB Reverse Convertible on worst of
Nestlé AG/Adecco Group AG/Johnson & Johnson

ISIN: CH1273470992 Security: 127347099 Symbol: n.a. Life cycle
Secondary market

Bid Price 83.44%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:38

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Nestlé N75.96102.98CHF87.53 (85.00%)-15.24%n.a.
Adecco N22.9436.32CHF30.87 (85.00%)-34.58%n.a.
Johnson & Johnson A155.95156.7754USD133.26 (85.00%)13.87%n.a.

Reference data

ISIN CH1273470992
Security 127347099
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 10'000.00

Coupon

Coupon (Coupon p.a.)10.28% (8.20% )
Coupon paymentguaranteed
Interest portion p.a.1.70%
Premium portion p.a.6.50%
Coupon date24.01.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date16.10.2023
Payment day23.10.2023
First trading day23.10.2023
Last trading day16.01.2025
Final fixing day16.01.2025
Redemption date24.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term55
Issue amount30'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 10'000.00
Performance of underlying since issue -36.84%

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 Return1.70%
Cash value of fixed income investment upon issue97.91%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date24.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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