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ZKB Reverse Convertible on worst of
Advanced Micro Devices Inc/ASML Holding NV/Intel Corp

ISIN: CH1273457429 Security: 127345742 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.02%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 25'000.00

Volume n.a.

Date/time (realtime) 20.05.2024 08:00:02

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
AMD A166.33101.7528USD76.31 (75.00%)53.60%n.a.
ASML Holding A864.7599.55EUR449.66 (75.00%)47.28%n.a.
Intel A32.132.6949USD24.52 (75.00%)23.01%n.a.

Reference data

ISIN CH1273457429
Security 127345742
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)10.64% (10.55% )
Coupon paymentguaranteed
Interest portion p.a.1.87%
Premium portion p.a.8.68%
Coupon date03.09.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date25.08.2023
Payment day01.09.2023
First trading day01.09.2023
Last trading day26.08.2024
Final fixing day26.08.2024
Redemption date03.09.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term96
Issue amount25'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -2.58%

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 marketYes
Stamp duty payable upon delivery of the securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.87%
Cash value of fixed income investment upon issue98.15%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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