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ZKB Autocallable Reverse Convertible on worst of
SFS Group AG/Tecan Group AG/VAT Group AG

ISIN: CH1304003978 Security: 130400397 Symbol: n.a. Life cycle
Secondary market

Bid Price 83.90%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 40'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:35:46

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
SFS Group AG124.6107.40CHF78.99 (73.55%)36.60%63.2970
TECAN GROUP N210343.5001CHF252.64 (73.55%)-20.31%19.7907
VAT Group N343.7422.4500CHF310.71 (73.55%)9.60%16.0921

Reference data

ISIN CH1304003978
Security 130400397
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)SFSN + 5.00%
Coupon paymentguaranteed
Interest portion p.a.SFSN
Premium portion p.a.5.000%
Coupon date21.02.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date14.02.2024
Payment day21.02.2024
First trading day21.02.2024
Last trading day14.02.2025
Final fixing day14.02.2025
Redemption date21.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term81
Issue amount40'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -38.86%

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 Return1.28%
Cash value of fixed income investment upon issue98.74%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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