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ZKB Autocallable Reverse Convertible on worst of
Bank of America Corp/JPMorgan Chase & Co/Morgan Stanley

ISIN: CH1273449152 Security: 127344915 Symbol: n.a. Life cycle
redeemed

Bid Price 102.00%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 120'000.00

Volume n.a.

Date/time (realtime) 06.05.2024 08:00:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Bank of America A38.2831.115USD23.96 (77.00%)35.66%41.7388
JPMorgan Chase A197.5155.645USD119.85 (77.00%)37.09%8.3440
Morgan Stanley A98.1189.02USD68.55 (77.00%)26.80%14.5889

Reference data

ISIN CH1273449152
Security 127344915
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)BAC + 12.16%
Coupon paymentguaranteed
Interest portion p.a.BAC
Premium portion p.a.12.163%
Coupon date12.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date03.08.2023
Payment day10.08.2023
First trading day10.08.2023
Last trading day05.08.2024
Final fixing day05.08.2024
Redemption date12.08.2024
Redemption typephysical delivery or cash settlement
Early redemption03.05.2024
Residual term86
Issue amount120'000.00

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 5.19%

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 Return5.42%
Cash value of fixed income investment upon issue94.83%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date03.05.2024
Redemption amount1'000.00

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