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ZKB Reverse Convertible on worst of
Chocoladefabriken Lindt & Spruengli AG/Novartis AG/PSP Swiss Property AG

ISIN: CH1304001659 Security: 130400165 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.88%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 15.05.2024 05:45:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Lindt & Sprüngli...1071011'370.00CHF9'522.38 (83.75%)11.09%5.2508
Novartis N93.388.4550CHF74.08 (83.75%)20.60%674.9360
PSP Swiss Property N114.7113.5500CHF95.10 (83.75%)17.09%525.7729

Reference data

ISIN CH1304001659
Security 130400165
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 50'000.00

Coupon

Coupon (Coupon p.a.)1.50% (3.00% )
Coupon paymentguaranteed
Interest portion p.a.1.59%
Premium portion p.a.1.41%
Coupon date15.08.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date08.02.2024
Payment day15.02.2024
First trading day15.02.2024
Last trading day08.08.2024
Final fixing day08.08.2024
Redemption date15.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term83
Issue amount200'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 50'000.00
Performance of underlying since issue -5.80%

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 Return1.59%
Cash value of fixed income investment upon issue99.22%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date15.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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