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ZKB Autocallable Reverse Convertible on worst of
Apple Inc/Amazon.com Inc/Microsoft Corp

ISIN: CH1303991736 Security: 130399173 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.98%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 230'000.00

Volume n.a.

Date/time (realtime) 23.05.2024 05:40:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Apple A186.86189.775USD151.82 (80.00%)19.83%n.a.
Amazon.Com A181.0444153.385USD122.71 (80.00%)33.09%n.a.
Microsoft N427394.88USD315.90 (80.00%)26.78%n.a.

Reference data

ISIN CH1303991736
Security 130399173
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)AAPL + 9.14%
Coupon paymentguaranteed
Interest portion p.a.AAPL
Premium portion p.a.9.145%
Coupon date26.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date19.01.2024
Payment day26.01.2024
First trading day26.01.2024
Last trading day17.01.2025
Final fixing day17.01.2025
Redemption date27.01.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term238
Issue amount230'000.00

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 -0.22%

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 Return3.41%
Cash value of fixed income investment upon issue96.69%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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