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ZKB Callable Reverse Convertible on worst of
Swisscom AG/Chocoladefabriken Lindt & Spruengli AG/Lonza Group AG

ISIN: CH1303980234 Security: 130398023 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.91%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 300'000.00

Volume n.a.

Date/time (realtime) 24.05.2024 10:22:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Swisscom N493.4510.40CHF408.32 (80.00%)17.28%122.4530
Lindt & Sprüngli...1066010'710.00CHF8'568.00 (80.00%)19.62%5.8357
Lonza Grp N515.2350.15CHF280.12 (80.00%)45.61%178.4949

Reference data

ISIN CH1303980234
Security 130398023
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 50'000.00

Coupon

Coupon (Coupon p.a.)5.64% (5.61% )
Coupon paymentguaranteed
Interest portion p.a.1.38%
Premium portion p.a.4.23%
Coupon date28.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date20.12.2023
Payment day28.12.2023
First trading day28.12.2023
Last trading day20.12.2024
Final fixing day20.12.2024
Redemption date31.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term209
Issue amount300'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 50'000.00
Performance of underlying since issue -3.29%

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 Return1.38%
Cash value of fixed income investment upon issue98.63%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date31.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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