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12.01% p.a. ZKB Autocallable Reverse Convertible, 31.01.2025 on worst of AMD UW/DIS UN/AAPL UW/NVDA UW
NVIDIA Corp/Apple Inc/The Walt Disney Company/Advanced Micro Devices Inc

ISIN: CH1303993633 Security: 130399363 Symbol: n.a. Life cycle
Secondary market

Bid Price 92.61%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 02.08.2024 05:45:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
NVIDIA A107.2760.6238USD42.44 (70.00%)60.46%23.5645
Apple A219.86194.9406USD136.46 (70.00%)38.71%7.3282
Walt Disney A89.5794.3952USD66.08 (70.00%)26.53%15.1339
AMD A132.5172.6953USD120.89 (70.00%)10.76%8.2722

Reference data

ISIN CH1303993633
Security 130399363
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)NVDA + 12.01%
Coupon paymentguaranteed
Interest portion p.a.NVDA
Premium portion p.a.12.010%
Coupon date31.01.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date24.01.2024
Payment day31.01.2024
First trading day31.01.2024
Last trading day24.01.2025
Final fixing day24.01.2025
Redemption date31.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term174
Issue amount50'000.00

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 -21.56%

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 Return4.86%
Cash value of fixed income investment upon issue95.37%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date31.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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