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ZKB Reverse Convertible on worst of
BNP Paribas SA/Unicredit SpA/ING Group NV

ISIN: CH1329136753 Security: 132913675 Symbol: n.a. Life cycle
Secondary market

Bid Price 96.49%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 09.07.2024 05:45:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
BNP Paribas A61.0767.06EUR53.65 (80.00%)12.15%n.a.
UNICREDIT36.79536.35EUR29.08 (80.00%)20.97%n.a.
ING Groep16.55616.488EUR13.19 (80.00%)20.33%n.a.

Reference data

ISIN CH1329136753
Security 132913675
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)12.25% (12.25% )
Coupon paymentguaranteed
Interest portion p.a.5.27%
Premium portion p.a.6.98%
Coupon date02.12.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date23.05.2024
Payment day30.05.2024
First trading day30.05.2024
Last trading day22.05.2025
Final fixing day22.05.2025
Redemption date30.05.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term316
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 -8.93%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return5.27%
Cash value of fixed income investment upon issue94.99%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date30.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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