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ZKB Autocallable Reverse Convertible on worst of
ConocoPhillips/Exxon Mobil Corp

ISIN: CH1303992676 Security: 130399267 Symbol: n.a. Life cycle
redeemed

Bid Price 101.14%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 150'000.00

Volume n.a.

Date/time (realtime) 22.04.2024 04:35:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
ConocoPhillips A123.39107.11USD85.69 (80.00%)33.58%11.6702
Exxon Mobil A118.4495.99USD76.79 (80.00%)36.33%13.0222

Reference data

ISIN CH1303992676
Security 130399267
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)COP + 8.87%
Coupon paymentguaranteed
Interest portion p.a.COP
Premium portion p.a.8.865%
Coupon date29.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date22.01.2024
Payment day29.01.2024
First trading day29.01.2024
Last trading day22.07.2024
Final fixing day22.07.2024
Redemption date29.07.2024
Redemption typephysical delivery or cash settlement
Early redemption22.04.2024
Residual term72
Issue amount150'000.00

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 20.45%

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 Return5.31%
Cash value of fixed income investment upon issue97.45%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date29.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date22.04.2024
Redemption amount1'000.00

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