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ZKB Reverse Convertible on worst of
Alphabet Inc/Microsoft Corp/Netflix Inc/Meta Platforms Inc

ISIN: CH1329108554 Security: 132910855 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.09%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 15.05.2024 05:45:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Alphabet A -A-172.51144.1200USD110.81 (76.89%)35.21%90.2414
Microsoft N423.08411.8800USD316.69 (76.89%)24.75%31.5762
Netflix A613.52584.8601USD449.70 (76.89%)26.44%22.2371
Meta Platforms N481.54488.4800USD375.59 (76.89%)20.75%26.6246

Reference data

ISIN CH1329108554
Security 132910855
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 10'000.00

Coupon

Coupon (Coupon p.a.)12.57% (12.50% )
Coupon paymentguaranteed
Interest portion p.a.5.13%
Premium portion p.a.7.37%
Coupon date03.09.2024
Day count conventionAct/365 (Englisch), 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 day24.02.2025
Final fixing day24.02.2025
Redemption date03.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term283
Issue amount200'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 10'000.00
Performance of underlying since issue -2.98%

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 Return5.13%
Cash value of fixed income investment upon issue95.09%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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