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ZKB Reverse Convertible on worst of
ConocoPhillips/Chevron Corporation/Exxon Mobil Corp

ISIN: CH1303997014 Security: 130399701 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.03%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 300'000.00

Volume n.a.

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

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
ConocoPhillips A121.91112.17USD91.98 (82.00%)24.84%10.872
Chevron165.82149.23USD122.37 (82.00%)25.96%8.1720
Exxon Mobil A117.96103.565USD84.92 (82.00%)27.96%11.7753

Reference data

ISIN CH1303997014
Security 130399701
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)10.09% (10.07% )
Coupon paymentguaranteed
Interest portion p.a.4.89%
Premium portion p.a.5.18%
Coupon date06.08.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date30.01.2024
Payment day06.02.2024
First trading day06.02.2024
Last trading day30.01.2025
Final fixing day30.01.2025
Redemption date06.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term263
Issue amount300'000.00

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 9.09%

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 Return4.89%
Cash value of fixed income investment upon issue95.33%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date06.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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