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ZKB Reverse Convertible on worst of
Air Products & Chemicals Inc/Procter & Gamble Co/Cisco Systems Inc

ISIN: CH1304003333 Security: 130400333 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.60%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 400'000.00

Volume n.a.

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

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
AirProd.&Chemicals A250.55220.575USD132.35 (60.00%)47.20%7.5560
Procter & Gamble A166.85155.85USD93.51 (60.00%)43.83%10.6940
Cisco Systems A48.0649.805USD29.88 (60.00%)37.56%33.4638

Reference data

ISIN CH1304003333
Security 130400333
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)6.68% (6.68% )
Coupon paymentguaranteed
Interest portion p.a.4.96%
Premium portion p.a.1.72%
Coupon date20.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date12.02.2024
Payment day20.02.2024
First trading day20.02.2024
Last trading day12.02.2025
Final fixing day12.02.2025
Redemption date20.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term276
Issue amount400'000.00

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 -3.92%

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 Return4.96%
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 date20.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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