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ZKB Reverse Convertible on worst of
Netflix Inc/Tesla Inc/Meta Platforms Inc

ISIN: CH1273455068 Security: 127345506 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.73%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 10.05.2024 04:10:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Netflix A620.54400.2796USD240.17 (60.00%)61.41%20.8188
Tesla Motors A171.6511215.2711USD129.16 (60.00%)24.54%38.7109
Meta Platforms N476.8829282.4497USD169.47 (60.00%)64.40%29.5038

Reference data

ISIN CH1273455068
Security 127345506
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)13.37% (13.30% )
Coupon paymentguaranteed
Interest portion p.a.5.41%
Premium portion p.a.7.89%
Coupon date26.08.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date18.08.2023
Payment day25.08.2023
First trading day25.08.2023
Last trading day19.08.2024
Final fixing day19.08.2024
Redemption date26.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term100
Issue amount200'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 5'000.00
Performance of underlying since issue -20.48%

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 Return5.41%
Cash value of fixed income investment upon issue94.84%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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