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ZKB Reverse Convertible on worst of
Abbott Laboratories/Danaher Corp/Thermo Fisher Scientific Inc

ISIN: CH1303974963 Security: 130397496 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.33%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 400'000.00

Volume n.a.

Date/time (realtime) 13.05.2024 02:10:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Abbott Laborat. A104.74103.15USD67.05 (65.00%)35.99%14.9148
Danaher A253.38223.225USD145.10 (65.00%)42.74%6.8920
Thermo Fisher Sci N593.03492.395USD320.06 (65.00%)46.03%3.1244

Reference data

ISIN CH1303974963
Security 130397496
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)5.28% (7.04% )
Coupon paymentguaranteed
Interest portion p.a.5.33%
Premium portion p.a.1.71%
Coupon date06.09.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date29.11.2023
Payment day06.12.2023
First trading day06.12.2023
Last trading day29.08.2024
Final fixing day29.08.2024
Redemption date06.09.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term107
Issue amount400'000.00

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 1.54%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return5.33%
Cash value of fixed income investment upon issue96.18%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date06.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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