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ZKB Reverse Convertible on worst of
Hermes International SA/INDUSTRIA DE DISENO TEXTIL S.A./Henkel AG & Co. KGaA/Moët Hennessy Louis Vuitton SE/BASF SE

ISIN: CH1329105790 Security: 132910579 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.02%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 45'000.00

Volume n.a.

Date/time (realtime) 29.05.2024 10:25:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Hermes Int A21502'197.394EUR1'428.31 (65.00%)33.69%3.5007
Inditex A43.839.28EUR25.53 (65.00%)41.44%195.8327
Henkel VA82.2870.36EUR45.73 (65.00%)44.24%109.3279
LVMH A732.5817.60EUR531.44 (65.00%)27.53%9.4084
BASF N47.6645.735EUR29.73 (65.00%)37.58%168.1927

Reference data

ISIN CH1329105790
Security 132910579
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)6.41% (6.41% )
Coupon paymentguaranteed
Interest portion p.a.3.47%
Premium portion p.a.2.94%
Coupon date26.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date19.02.2024
Payment day26.02.2024
First trading day26.02.2024
Last trading day19.02.2025
Final fixing day19.02.2025
Redemption date26.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term265
Issue amount45'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 5'000.00
Performance of underlying since issue -10.31%

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 Return3.47%
Cash value of fixed income investment upon issue96.65%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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