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ZKB Reverse Convertible on worst of
Newmont Goldcorp Corporation/Estee Lauder Companies Inc/Ford Motor Co

ISIN: CH1329108240 Security: 132910824 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.93%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 08.05.2024 11:15:50

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Newmont Goldcorp A41.4430.9336USD23.20 (75.00%)44.01%n.a.
Estee Lauder A129.49149.1208USD111.84 (75.00%)13.63%n.a.
Ford Motor A12.1712.1093USD9.08 (75.00%)25.37%n.a.

Reference data

ISIN CH1329108240
Security 132910824
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)7.19% (9.55% )
Coupon paymentguaranteed
Interest portion p.a.1.43%
Premium portion p.a.8.12%
Coupon date02.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date23.02.2024
Payment day01.03.2024
First trading day01.03.2024
Last trading day25.11.2024
Final fixing day25.11.2024
Redemption date02.12.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term200
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 -13.16%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.43%
Cash value of fixed income investment upon issue98.94%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date02.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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