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ZKB Reverse Convertible on worst of
Goldman Sachs Group Inc/Coca-Cola Co/McDonald's Corp/Microsoft Corp

ISIN: CH1303976760 Security: 130397676 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.91%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 250'000.00

Volume n.a.

Date/time (realtime) 14.05.2024 05:45:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Goldman Sachs Grp A458.625347.9966USD243.60 (70.00%)47.18%20.5257
Coca-Cola A62.89558.5370USD40.98 (70.00%)34.88%122.0229
McDonald's A269.07285.7577USD200.03 (70.00%)25.89%24.9962
Microsoft N414.3626368.1566USD257.71 (70.00%)37.64%19.4017

Reference data

ISIN CH1303976760
Security 130397676
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)17.05% (8.51% )
Coupon paymentguaranteed
Interest portion p.a.4.45%
Premium portion p.a.4.06%
Coupon date12.12.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date05.12.2023
Payment day12.12.2023
First trading day12.12.2023
Last trading day05.12.2025
Final fixing day05.12.2025
Redemption date12.12.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term569
Issue amount250'000.00

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 -5.54%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.45%
Cash value of fixed income investment upon issue91.64%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.12.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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