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ZKB Callable Reverse Convertible on worst of
Microsoft Corp/Alphabet Inc/Amazon.com Inc

ISIN: CH1329118850 Security: 132911885 Symbol: n.a. Life cycle
Secondary market

Bid Price 97.65%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 28.05.2024 05:45:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Microsoft N430.32429.1696USD343.34 (80.00%)19.94%2.9126
Alphabet A -A-176.4149.7212USD119.78 (80.00%)32.07%8.3489
Amazon.Com A182.15179.2706USD143.42 (80.00%)20.78%6.9727

Reference data

ISIN CH1329118850
Security 132911885
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)19.38% (9.66% )
Coupon paymentguaranteed
Interest portion p.a.4.52%
Premium portion p.a.5.14%
Coupon date28.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date21.03.2024
Payment day28.03.2024
First trading day28.03.2024
Last trading day23.03.2026
Final fixing day23.03.2026
Redemption date30.03.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term662
Issue amount200'000.00

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 -0.07%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.52%
Cash value of fixed income investment upon issue91.52%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date30.03.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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