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ZKB Reverse Convertible on worst of
Alibaba Group Holding Ltd/Alphabet Inc/NextEra Energy Inc

ISIN: CH1329114057 Security: 132911405 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.15%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 16.05.2024 04:00:42

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Alibaba Grp A82.5372.8051USD54.60 (75.00%)33.70%183.1371
Alphabet A -A-173.485134.1648USD100.62 (75.00%)41.94%99.3803
NextEra Energy A76.85556.3092USD42.23 (75.00%)45.36%236.7878

Reference data

ISIN CH1329114057
Security 132911405
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 10'000.00

Coupon

Coupon (Coupon p.a.)11.90% (11.84% )
Coupon paymentguaranteed
Interest portion p.a.5.02%
Premium portion p.a.6.82%
Coupon date16.09.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date08.03.2024
Payment day15.03.2024
First trading day15.03.2024
Last trading day10.03.2025
Final fixing day10.03.2025
Redemption date17.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term297
Issue amount20'000.00

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 13.12%

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 Return5.02%
Cash value of fixed income investment upon issue95.20%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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