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ZKB Reverse Convertible on worst of
Unilever NV/ASML Holding NV/adidas AG/Danone SA

ISIN: CH1329109248 Security: 132910924 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.66%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 300'000.00

Volume n.a.

Date/time (realtime) 13.05.2024 01:12:05

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Unilever PLC N50.3245.80EUR34.35 (75.00%)31.82%2'911.2082
ASML Holding A858.7884.05EUR663.04 (75.00%)22.75%150.8210
Adidas N224.9188.72EUR141.54 (75.00%)37.09%706.5141
DANONE A59.7660.30EUR45.23 (75.00%)24.30%2'211.1664

Reference data

ISIN CH1329109248
Security 132910924
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 100'000.00

Coupon

Coupon (Coupon p.a.)9.07% (9.05% )
Coupon paymentguaranteed
Interest portion p.a.3.51%
Premium portion p.a.5.53%
Coupon date06.03.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.02.2024
Payment day05.03.2024
First trading day05.03.2024
Last trading day27.02.2025
Final fixing day27.02.2025
Redemption date06.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term289
Issue amount300'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 100'000.00
Performance of underlying since issue -2.91%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.51%
Cash value of fixed income investment upon issue96.60%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date06.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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