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ZKB Reverse Convertible on worst of
Coca-Cola Co/Mondelez International Inc/Monster Beverage Corp

ISIN: CH1394338094 Security: 139433809 Symbol: Z0ABUZ Life cycle
Secondary market

Bid Price 99.36%

Ask Price 99.96%

Currency qCHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 26.11.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Coca-Cola A64.5563.66USD43.93 (69.00%)31.86%n.a.
Mondelez Int Inc -A-64.8865.72USD45.35 (69.00%)29.88%n.a.
Monster Beverage A54.8354.73USD37.76 (69.00%)31.23%n.a.

Reference data

ISIN CH1394338094
Security 139433809
Symbol Z0ABUZ
Currency qCHF
Currency hedging Yes
Nominal amount 10'000.00

Coupon

Coupon (Coupon p.a.)3.02% (3.02% )
Coupon paymentguaranteed
Interest portion p.a.0.38%
Premium portion p.a.2.64%
Coupon date14.11.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date07.11.2024
Payment day14.11.2024
First trading day14.11.2024
Last trading day07.11.2025
Final fixing day07.11.2025
Redemption date14.11.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term344
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot CHF 10'000.00
Performance of underlying since issue -1.60%

Product type

SSPA derivative category Yield enhancement
SSPA code Reverse convertible (1220)

Legal parties

Issuer Zuercher 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 Return0.38%
Cash value of fixed income investment upon issue99.62%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date14.11.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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