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ZKB Autocallable Reverse Convertible on worst of
Johnson & Johnson/Procter & Gamble Co/Bristol-Myers Squibb Co

ISIN: CH1303978618 Security: 130397861 Symbol: Z08W6Z Life cycle
Secondary market

Bid Price 100.84%

Ask Price 101.54%

Currency USD

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 22.11.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Johnson & Johnson A155.17155.79USD107.50 (69.00%)30.44%9.3028
Procter & Gamble A176.28148.58USD102.52 (69.00%)41.93%9.7542
Bristol Myers A58.8751.86USD35.78 (69.00%)38.97%27.9459

Reference data

ISIN CH1303978618
Security 130397861
Symbol Z08W6Z
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)JNJ + 6.00%
Coupon paymentguaranteed
Interest portion p.a.JNJ
Premium portion p.a.6.000%
Coupon date20.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date13.12.2023
Payment day20.12.2023
First trading day20.12.2023
Last trading day13.03.2025
Final fixing day13.03.2025
Redemption date20.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term108
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -0.81%

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 Return4.99%
Cash value of fixed income investment upon issue94.10%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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