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ZKB Reverse Convertible on worst of
HelloFresh SE/Super Micro Computer Inc

ISIN: CH1329109511 Security: 132910951 Symbol: n.a. Life cycle
Secondary market

Bid Price 84.95%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 24.05.2024 05:45:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
HelloFresh I5.87212.7175EUR7.63 (60.00%)-29.95%n.a.
Super Micro Comp N883.88851.485USD510.89 (60.00%)41.53%n.a.

Reference data

ISIN CH1329109511
Security 132910951
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)38.72% (19.36% )
Coupon paymentguaranteed
Interest portion p.a.4.62%
Premium portion p.a.14.74%
Coupon date05.03.2025
Day count conventionAct/365 (Englisch), 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 day26.02.2026
Final fixing day26.02.2026
Redemption date05.03.2026
Redemption typeCash Settlement
Early redemptionNo
Residual term640
Issue amount100'000.00

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 -53.83%

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 marketYes
Stamp duty payable upon delivery of the securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.62%
Cash value of fixed income investment upon issue91.37%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.03.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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