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ZKB Reverse Convertible on worst of
ABB Ltd/Caterpillar Inc/Siemens AG

ISIN: CH1303999515 Security: 130399951 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.37%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 08.05.2024 05:45:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
ABB N46.5737.475CHF26.23 (70.00%)43.67%n.a.
Caterpillar A351.78316.1779USD221.32 (70.00%)35.67%n.a.
Siemens N184.08166.16EUR116.31 (70.00%)35.94%n.a.

Reference data

ISIN CH1303999515
Security 130399951
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)8.36% (8.36% )
Coupon paymentguaranteed
Interest portion p.a.4.97%
Premium portion p.a.3.40%
Coupon date13.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date05.02.2024
Payment day12.02.2024
First trading day12.02.2024
Last trading day05.02.2025
Final fixing day05.02.2025
Redemption date12.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term270
Issue amount100'000.00

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 8.82%

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 Return4.97%
Cash value of fixed income investment upon issue95.27%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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