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ZKB Autocallable Reverse Convertible on worst of
Merck KGaA/L'Oréal S.A./Sanofi SA

ISIN: CH1329109388 Security: 132910938 Symbol: n.a. Life cycle
Secondary market

Bid Price 89.12%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 250'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:33

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Merck A138.3156.4000EUR128.53 (82.18%)7.06%7.7803
L'Oréal A322.9448.7000EUR368.74 (82.18%)-14.20%2.7119
Sanofi A90.8788.9850EUR73.13 (82.18%)19.52%13.6747

Reference data

ISIN CH1329109388
Security 132910938
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)MRK + 8.00%
Coupon paymentguaranteed
Interest portion p.a.MRK
Premium portion p.a.8.000%
Coupon date05.03.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.02.2024
Payment day05.03.2024
First trading day05.03.2024
Last trading day26.02.2025
Final fixing day26.02.2025
Redemption date05.03.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term96
Issue amount250'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -28.04%

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 Return3.51%
Cash value of fixed income investment upon issue96.61%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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