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ZKB Reverse Convertible on worst of
Stellantis N.V./Volkswagen AG

ISIN: CH1303981901 Security: 130398190 Symbol: n.a. Life cycle
Secondary market

Bid Price 94.54%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 35'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:36

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Stellantis N.V.12.5220.595EUR14.00 (68.00%)-11.86%71.4051
Volkswagen VA81.8111.10EUR75.55 (68.00%)7.64%13.2366

Reference data

ISIN CH1303981901
Security 130398190
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)6.90% (7.10% )
Coupon paymentguaranteed
Interest portion p.a.3.28%
Premium portion p.a.3.82%
Coupon date31.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date03.01.2024
Payment day10.01.2024
First trading day10.01.2024
Last trading day20.12.2024
Final fixing day20.12.2024
Redemption date31.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term26
Issue amount35'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -39.21%

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 Return3.28%
Cash value of fixed income investment upon issue96.91%
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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