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ZKB Autocallable Reverse Convertible on worst of
Swiss Market Index SMI/NASDAQ 100

ISIN: CH1303998558 Security: 130399855 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.13%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 250'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 10:35:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
SMI® Index12002.0111'260.932CHF10'134.84 (90.00%)15.68%n.a.
NASDAQ 100® Index18557.96438217'238.9761USD15'515.08 (90.00%)16.40%n.a.

Reference data

ISIN CH1303998558
Security 130399855
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)SMI + 5.05%
Coupon paymentguaranteed
Interest portion p.a.SMI
Premium portion p.a.5.050%
Coupon date09.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date01.02.2024
Payment day08.02.2024
First trading day08.02.2024
Last trading day02.05.2025
Final fixing day02.05.2025
Redemption date09.05.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term349
Issue amount250'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue 6.73%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.25%
Cash value of fixed income investment upon issue98.46%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date09.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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