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11.22% p.a. ZKB Autocallable Reverse Convertible, 10.02.2025 on worst of AMD UW/NVDA UW/MU UW
Advanced Micro Devices Inc/Micron Technology Inc/NVIDIA Corp

ISIN: CH1303998939 Security: 130399893 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.08%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 350'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:54

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
AMD A137.49173.6255USD112.86 (65.00%)17.45%8.8608
Micron Technology N102.7685.5983USD55.64 (65.00%)45.03%17.9730
NVIDIA A146.6763.9128USD41.54 (65.00%)71.02%24.0713

Reference data

ISIN CH1303998939
Security 130399893
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)AMD + 11.22%
Coupon paymentguaranteed
Interest portion p.a.AMD
Premium portion p.a.11.216%
Coupon date10.02.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date02.02.2024
Payment day09.02.2024
First trading day09.02.2024
Last trading day03.02.2025
Final fixing day03.02.2025
Redemption date10.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term73
Issue amount350'000.00

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 -21.26%

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 Return4.79%
Cash value of fixed income investment upon issue95.42%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date10.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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