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ZKB Reverse Convertible on worst of
The Kraft Heinz Company/Nike Inc/Mondelez International Inc/Procter & Gamble Co

ISIN: CH1304002467 Security: 130400246 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.47%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 300'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:25

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
The Kraft Heinz Co A31.8135.9543USD26.97 (75.00%)14.15%3'708.4148
Nike A -B-77.4104.3355USD78.25 (75.00%)-1.55%1'277.9291
Mondelez Int Inc -A-64.473.3365USD55.00 (75.00%)14.62%1'818.1025
Procter & Gamble A176.28157.3439USD118.01 (75.00%)33.33%847.4009

Reference data

ISIN CH1304002467
Security 130400246
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 100'000.00

Coupon

Coupon (Coupon p.a.)8.77% (8.77% )
Coupon paymentguaranteed
Interest portion p.a.4.94%
Premium portion p.a.3.83%
Coupon date20.02.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date12.02.2024
Payment day20.02.2024
First trading day20.02.2024
Last trading day12.02.2025
Final fixing day12.02.2025
Redemption date20.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term80
Issue amount300'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 100'000.00
Performance of underlying since issue -26.15%

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 Return4.94%
Cash value of fixed income investment upon issue95.29%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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