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ZKB Autocallable Reverse Convertible on worst of
Apple Inc/Amazon.com Inc

ISIN: CH1303968445 Security: 130396844 Symbol: n.a. Life cycle
redeemed

Bid Price 101.16%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 40'000.00

Volume n.a.

Date/time (realtime) 13.05.2024 04:45:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Apple A187.452182.1012USD136.58 (75.00%)26.70%73.2193
Amazon.Com A180.22141.8732USD106.40 (75.00%)42.94%93.9806

Reference data

ISIN CH1303968445
Security 130396844
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 10'000.00

Coupon

Coupon (Coupon p.a.)AAPL + 7.77%
Coupon paymentguaranteed
Interest portion p.a.AAPL
Premium portion p.a.7.767%
Coupon date16.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date09.11.2023
Payment day16.11.2023
First trading day16.11.2023
Last trading day11.11.2024
Final fixing day11.11.2024
Redemption date18.11.2024
Redemption typephysical delivery or cash settlement
Early redemption09.05.2024
Residual term171
Issue amount40'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 10'000.00
Performance of underlying since issue 2.32%

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 marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return5.36%
Cash value of fixed income investment upon issue94.89%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date18.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date09.05.2024
Redemption amount10'000.00

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