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ZKB Autocallable Reverse Convertible on worst of
Banque Cantonale Vaudoise/UBS Group AG/Julius Baer Gruppe AG

ISIN: CH1303998921 Security: 130399892 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.96%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 08.05.2024 05:45:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
BC Vaudoise N94.7111.20CHF77.84 (70.00%)17.80%12.8469
UBS Group AG26.3325.505CHF17.85 (70.00%)32.19%56.0114
Julius Baer Grp N52.5249.005CHF34.30 (70.00%)34.68%29.1515

Reference data

ISIN CH1303998921
Security 130399892
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)BCVN + 5.65%
Coupon paymentguaranteed
Interest portion p.a.BCVN
Premium portion p.a.5.650%
Coupon date12.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date02.02.2024
Payment day09.02.2024
First trading day09.02.2024
Last trading day03.02.2025
Final fixing day03.02.2025
Redemption date10.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term268
Issue amount100'000.00

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 -14.84%

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 Return1.34%
Cash value of fixed income investment upon issue98.67%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date10.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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