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ZKB Reverse Convertible on worst of
PUMA SE/adidas AG

ISIN: CH1329109503 Security: 132910950 Symbol: n.a. Life cycle
Secondary market

Bid Price 104.16%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 16.05.2024 05:40:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Puma A51.7440.45EUR36.41 (90.00%)29.64%n.a.
Adidas N230.3188.10EUR169.29 (90.00%)26.49%n.a.

Reference data

ISIN CH1329109503
Security 132910950
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)11.10% (11.07% )
Coupon paymentguaranteed
Interest portion p.a.1.33%
Premium portion p.a.9.74%
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 typeCash Settlement
Early redemptionNo
Residual term286
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 22.43%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.33%
Cash value of fixed income investment upon issue98.68%
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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