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ZKB Reverse Convertible on worst of
Advanced Micro Devices Inc/Halliburton Co

ISIN: CH1303977487 Security: 130397748 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.13%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 75'000.00

Volume n.a.

Date/time (realtime) 14.05.2024 02:35:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
AMD A150.56120.8003USD96.64 (80.00%)35.81%10.3477
Halliburton A37.3435.0964USD28.08 (80.00%)24.81%35.6162

Reference data

ISIN CH1303977487
Security 130397748
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)7.15% (14.26% )
Coupon paymentguaranteed
Interest portion p.a.5.43%
Premium portion p.a.8.83%
Coupon date14.06.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date07.12.2023
Payment day14.12.2023
First trading day14.12.2023
Last trading day07.06.2024
Final fixing day07.06.2024
Redemption date14.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term23
Issue amount75'000.00

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 6.39%

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 Return5.43%
Cash value of fixed income investment upon issue97.38%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date14.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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