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ZKB Reverse Convertible on worst of
Procter & Gamble Co/Thermo Fisher Scientific Inc/Twilio Inc

ISIN: CH1303993161 Security: 130399316 Symbol: n.a. Life cycle
Secondary market

Bid Price 96.76%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 500'000.00

Volume n.a.

Date/time (realtime) 10.05.2024 05:40:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Procter & Gamble A166.85152.1159USD121.69 (80.00%)26.90%41.0871
Thermo Fisher Sci N593.03552.5358USD442.03 (80.00%)25.33%11.3115
Twilio A -A-60.173.9759USD59.18 (80.00%)0.75%84.4870

Reference data

ISIN CH1303993161
Security 130399316
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)9.41% (12.54% )
Coupon paymentguaranteed
Interest portion p.a.5.10%
Premium portion p.a.7.44%
Coupon date30.07.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date23.01.2024
Payment day30.01.2024
First trading day30.01.2024
Last trading day23.10.2024
Final fixing day23.10.2024
Redemption date30.10.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term164
Issue amount500'000.00

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 -19.39%

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 Return5.10%
Cash value of fixed income investment upon issue96.33%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date30.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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