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ZKB Autocallable Reverse Convertible on worst of
Coca-Cola Co/McDonald's Corp/Walmart Inc

ISIN: CH1394341163 Security: 139434116 Symbol: n.a. Life cycle
gray-market

Bid Price 99.98%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:48

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Coca-Cola A63.7661.9413USD55.75 (90.00%)11.87%17.9382
McDonald's A288.47290.0899USD261.08 (90.00%)8.88%3.8302
Wal-Mart Stores A88.3986.7199USD78.05 (90.00%)11.32%12.8126

Reference data

ISIN CH1394341163
Security 139434116
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)KO + 10.06%
Coupon paymentguaranteed
Interest portion p.a.KO
Premium portion p.a.10.059%
Coupon date06.01.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date19.11.2024
Payment day04.12.2024
First trading day04.12.2024
Last trading day28.05.2025
Final fixing day28.05.2025
Redemption date04.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term187
Issue amount50'000.00

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 -1.23%

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 Returnn.a.
Cash value of fixed income investment upon issuen.a.
Cash value of fixed income investment upon redemptionn.a.

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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