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ZKB Reverse Convertible on worst of
ABB Ltd/Lonza Group AG/Alcon AG

ISIN: CH1329109800 Security: 132910980 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.62%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 250'000.00

Volume n.a.

Date/time (realtime) 28.05.2024 05:40:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
ABB N49.640.2451CHF34.21 (85.00%)31.03%146.1634
Lonza Grp N495.2464.80CHF395.08 (85.00%)20.22%12.6557
Alcon N80.8674.50CHF63.33 (85.00%)21.69%78.9578

Reference data

ISIN CH1329109800
Security 132910980
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)4.29% (8.51% )
Coupon paymentguaranteed
Interest portion p.a.1.51%
Premium portion p.a.7.01%
Coupon date05.06.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date28.02.2024
Payment day05.03.2024
First trading day05.03.2024
Last trading day29.08.2024
Final fixing day29.08.2024
Redemption date05.09.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term91
Issue amount250'000.00

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 6.54%

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 Return1.51%
Cash value of fixed income investment upon issue99.25%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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