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ZKB Autocallable Reverse Convertible on worst of
Nestlé AG/Barry Callebaut AG/Givaudan AG

ISIN: CH1303981455 Security: 130398145 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.92%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 25'000.00

Volume n.a.

Date/time (realtime) 21.05.2024 05:40:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Nestlé N95.397.28CHF80.73 (82.99%)15.29%61.9328
Barry Callebaut N16101'418.50CHF1'177.21 (82.99%)26.88%4.2473
Givaudan N41963'464.50CHF2'875.19 (82.99%)31.48%1.7390

Reference data

ISIN CH1303981455
Security 130398145
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)NESN + 5.00%
Coupon paymentguaranteed
Interest portion p.a.NESN
Premium portion p.a.5.000%
Coupon date09.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date29.12.2023
Payment day09.01.2024
First trading day09.01.2024
Last trading day31.03.2025
Final fixing day31.03.2025
Redemption date07.04.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term313
Issue amount25'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -2.04%

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 Return1.32%
Cash value of fixed income investment upon issue98.38%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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