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ZKB Autocallable Reverse Convertible on worst of
Boeing Co/Deere & Co/General Electric - GE Vernova Basket

ISIN: CH1303972728 Security: 130397272 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.25%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 500'000.00

Volume n.a.

Date/time (realtime) 14.05.2024 05:45:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Boeing A180.76218.615USD174.89 (80.00%)4.66%5.7178
Deere & Co A412.78361.19USD288.95 (80.00%)30.48%3.4608

Reference data

ISIN CH1303972728
Security 130397272
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)BA + 12.60%
Coupon paymentguaranteed
Interest portion p.a.BA
Premium portion p.a.12.605%
Coupon date30.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date22.11.2023
Payment day30.11.2023
First trading day30.11.2023
Last trading day21.11.2025
Final fixing day21.11.2025
Redemption date01.12.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term554
Issue amount500'000.00

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 -16.09%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.74%
Cash value of fixed income investment upon issue91.14%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date01.12.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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