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ZKB Autocallable Reverse Convertible on worst of
Lonza Group AG/Ulta Beauty Inc

ISIN: CH1303984293 Security: 130398429 Symbol: n.a. Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency qn.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Lonza Grp N510.6346.50CHF275.40 (79.48%)40.22%n.a.
Ulta Beauty N409.7471.8200USD375.00 (79.48%)30.67%n.a.

Reference data

ISIN CH1303984293
Security 130398429
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)LONN + 12.00%
Coupon paymentguaranteed
Interest portion p.a.LONN
Premium portion p.a.12.000%
Coupon daten.a.
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date08.01.2024
Payment day16.01.2024
First trading day16.01.2024
Last trading day09.07.2024
Final fixing day09.07.2024
Redemption date16.07.2024
Redemption typeCash Settlement
Early redemption11.03.2024
Residual term0
Issue amount200'000.00

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 14.65%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return5.30%
Cash value of fixed income investment upon issue97.45%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date16.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date11.03.2024
Redemption amount1'000.00

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