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ZKB Reverse Convertible on worst of
Alphabet Inc/Amazon.com Inc/Microsoft Corp

ISIN: CH1329107044 Security: 132910704 Symbol: Z095YZ Life cycle
Secondary market

Bid Price 102.71%

Ask Price 103.21%

Currency USD

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 15.05.2024 04:33:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Alphabet A -C-173.37143.84USD100.69 (70.00%)41.83%9.9317
Amazon.Com A183.445168.59USD118.01 (70.00%)35.89%8.4736
Microsoft N419.56402.18USD281.53 (70.00%)32.85%3.5521

Reference data

ISIN CH1329107044
Security 132910704
Symbol Z095YZ
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)8.70% (8.70% )
Coupon paymentguaranteed
Interest portion p.a.5.09%
Premium portion p.a.3.61%
Coupon date28.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date21.02.2024
Payment day28.02.2024
First trading day28.02.2024
Last trading day21.02.2025
Final fixing day21.02.2025
Redemption date28.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term281
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
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 Return5.09%
Cash value of fixed income investment upon issue95.16%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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