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ZKB Autocallable Reverse Convertible on worst of
Hermes International SA/Moët Hennessy Louis Vuitton SE/Kering SA

ISIN: CH1329120450 Security: 132912045 Symbol: n.a. Life cycle
Secondary market

Bid Price 93.64%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 11:25:12

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Hermes Int A20912'396.0032EUR1'916.80 (80.00%)8.42%n.a.
LVMH A694.3824.60EUR659.68 (80.00%)4.99%n.a.
Kering N317.9359.35EUR287.48 (80.00%)9.67%n.a.

Reference data

ISIN CH1329120450
Security 132912045
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)RMS + 11.66%
Coupon paymentguaranteed
Interest portion p.a.RMS
Premium portion p.a.11.664%
Coupon date04.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date26.03.2024
Payment day04.04.2024
First trading day04.04.2024
Last trading day27.06.2025
Final fixing day27.06.2025
Redemption date07.07.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term339
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 -15.80%

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 Return4.92%
Cash value of fixed income investment upon issue94.14%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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