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ZKB Reverse Convertible on worst of
Amazon.com Inc/Alphabet Inc/Microsoft Corp

ISIN: CH1303975200 Security: 130397520 Symbol: n.a. Life cycle
Secondary market

Bid Price 105.40%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 10.06.2024 04:26:47

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Amazon.Com A185.7146.2982USD117.04 (80.00%)36.50%8.5442
Alphabet A -C-174.94136.7923USD109.43 (80.00%)37.35%9.1379
Microsoft N426.2901379.4966USD303.60 (80.00%)28.59%3.2938

Reference data

ISIN CH1303975200
Security 130397520
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)10.15% (10.09% )
Coupon paymentguaranteed
Interest portion p.a.5.16%
Premium portion p.a.4.93%
Coupon date09.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date30.11.2023
Payment day07.12.2023
First trading day07.12.2023
Last trading day02.12.2024
Final fixing day02.12.2024
Redemption date09.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term174
Issue amount100'000.00

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 12.03%

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 Return5.16%
Cash value of fixed income investment upon issue95.06%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date09.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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