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9.50% ZKB Reverse Convertible, 11.06.2025 on worst of VALE UN/MCD UN/ON UW
McDonald's Corp/Vale SA/ON Semiconductor Corp

ISIN: CH1329140102 Security: 132914010 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.09%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 95'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:24

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
McDonald's A290.28260.165USD171.24 (65.82%)40.79%5.8398
Vale A10.0211.585USD7.63 (65.82%)24.01%131.1441
ON Semiconductor N69.6272.685USD47.84 (65.82%)30.43%20.9027

Reference data

ISIN CH1329140102
Security 132914010
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)9.50% (9.50% )
Coupon paymentguaranteed
Interest portion p.a.5.17%
Premium portion p.a.4.33%
Coupon date11.12.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date04.06.2024
Payment day11.06.2024
First trading day11.06.2024
Last trading day04.06.2025
Final fixing day04.06.2025
Redemption date11.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term191
Issue amount95'000.00

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 -13.38%

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 Return5.17%
Cash value of fixed income investment upon issue95.08%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date11.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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