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ZKB Reverse Convertible on worst of
ABB Ltd/Geberit AG/SGS Ltd

ISIN: CH1329110022 Security: 132911002 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.91%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 07.06.2024 05:45:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
ABB N50.4440.3699CHF33.04 (81.85%)34.49%151.3189
Geberit N550.8517.80CHF423.82 (81.85%)23.05%11.7975
SGS N83.984.1500CHF68.88 (81.85%)17.91%72.5934

Reference data

ISIN CH1329110022
Security 132911002
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)5.00% (5.00% )
Coupon paymentguaranteed
Interest portion p.a.1.33%
Premium portion p.a.3.67%
Coupon date06.09.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date29.02.2024
Payment day06.03.2024
First trading day06.03.2024
Last trading day27.02.2025
Final fixing day27.02.2025
Redemption date06.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term263
Issue amount200'000.00

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 -0.30%

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 Return1.33%
Cash value of fixed income investment upon issue98.69%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date06.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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