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ZKB Autocallable Reverse Convertible on worst of
Apple Inc/Alphabet Inc/Microsoft Corp

ISIN: CH1303996271 Security: 130399627 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.47%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 23.05.2024 03:35:35

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Apple A190.9191.0051USD162.35 (85.00%)14.95%n.a.
Alphabet A -A-176.38151.79USD129.02 (85.00%)26.85%n.a.
Microsoft N430.52406.39USD345.43 (85.00%)19.76%n.a.

Reference data

ISIN CH1303996271
Security 130399627
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 10'000.00

Coupon

Coupon (Coupon p.a.)AAPL + 9.13%
Coupon paymentguaranteed
Interest portion p.a.AAPL
Premium portion p.a.9.125%
Coupon date05.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date29.01.2024
Payment day05.02.2024
First trading day05.02.2024
Last trading day29.01.2025
Final fixing day29.01.2025
Redemption date05.02.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term250
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 10'000.00
Performance of underlying since issue -0.06%

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 Return3.26%
Cash value of fixed income investment upon issue96.84%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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