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ZKB Reverse Convertible on worst of
NVIDIA Corp/Netflix Inc/Palo Alto Networks Inc

ISIN: CH1303974138 Security: 130397413 Symbol: n.a. Life cycle
Secondary market

Bid Price 104.52%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 10.05.2024 05:40:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
NVIDIA A898.78481.97USD433.77 (90.00%)51.56%2.3054
Netflix A610.87480.745USD432.67 (90.00%)28.64%2.3112
Palo Alto Networks N297.47267.88USD241.09 (90.00%)19.27%4.1478

Reference data

ISIN CH1303974138
Security 130397413
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)12.04% (24.09% )
Coupon paymentguaranteed
Interest portion p.a.5.54%
Premium portion p.a.18.55%
Coupon date04.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.11.2023
Payment day04.12.2023
First trading day04.12.2023
Last trading day28.05.2024
Final fixing day28.05.2024
Redemption date04.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term15
Issue amount20'000.00

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 11.48%

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 Return5.54%
Cash value of fixed income investment upon issue97.34%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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