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ZKB Reverse Convertible on worst of
Holcim Ltd/Chevron Corporation/Linde PLC

ISIN: CH1329110816 Security: 132911081 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.55%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 550'000.00

Volume n.a.

Date/time (realtime) 10.05.2024 02:33:02

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Holcim N81.372.10CHF57.68 (80.00%)29.09%n.a.
Chevron165.45152.01USD121.61 (80.00%)26.50%n.a.
Linde N429.86448.82USD359.06 (80.00%)16.47%n.a.

Reference data

ISIN CH1329110816
Security 132911081
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 10'000.00

Coupon

Coupon (Coupon p.a.)5.65% (5.65% )
Coupon paymentguaranteed
Interest portion p.a.1.30%
Premium portion p.a.4.35%
Coupon date07.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date29.02.2024
Payment day07.03.2024
First trading day07.03.2024
Last trading day28.02.2025
Final fixing day28.02.2025
Redemption date07.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term293
Issue amount550'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 10'000.00
Performance of underlying since issue -4.22%

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 Return1.30%
Cash value of fixed income investment upon issue98.72%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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