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ZKB Reverse Convertible on worst of
Halliburton Co/The Home Depot Inc/Caterpillar Inc/The Walt Disney Company/Deere & Co

ISIN: CH1329103738 Security: 132910373 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.33%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 10.05.2024 01:46:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Halliburton A37.4834.3508USD20.61 (60.00%)45.01%48.5190
Home Depot A347.44356.5803USD213.95 (60.00%)38.42%4.6740
Caterpillar A351.78313.9365USD188.36 (60.00%)46.45%5.3089
Walt Disney A105.8110.4992USD66.30 (60.00%)37.34%15.0831
Deere & Co A409382.2953USD229.38 (60.00%)43.92%4.3596

Reference data

ISIN CH1329103738
Security 132910373
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)8.10% (8.06% )
Coupon paymentguaranteed
Interest portion p.a.5.08%
Premium portion p.a.2.97%
Coupon date24.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date14.02.2024
Payment day22.02.2024
First trading day22.02.2024
Last trading day14.02.2025
Final fixing day14.02.2025
Redemption date24.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term279
Issue amount50'000.00

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 -4.25%

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 Return5.08%
Cash value of fixed income investment upon issue95.14%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date24.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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