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ZKB Reverse Convertible on worst of
Citigroup Inc/Goldman Sachs Group Inc/JPMorgan Chase & Co/Morgan Stanley

ISIN: CH1329114818 Security: 132911481 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.54%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 80'000.00

Volume n.a.

Date/time (realtime) 10.05.2024 05:40:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Citigroup A63.5357.035USD37.07 (65.00%)41.60%26.9740
Goldman Sachs Grp A454.73382.725USD248.77 (65.00%)45.41%4.0198
JPMorgan Chase A198.77186.72USD121.37 (65.00%)39.02%8.2394
Morgan Stanley A98.2886.295USD56.09 (65.00%)42.74%17.8279

Reference data

ISIN CH1329114818
Security 132911481
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)15.83% (7.91% )
Coupon paymentguaranteed
Interest portion p.a.4.45%
Premium portion p.a.3.47%
Coupon date18.03.2025
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date11.03.2024
Payment day18.03.2024
First trading day18.03.2024
Last trading day11.03.2026
Final fixing day11.03.2026
Redemption date18.03.2026
Redemption typeCash Settlement
Early redemptionNo
Residual term669
Issue amount80'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 6.60%

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 Return4.45%
Cash value of fixed income investment upon issue91.67%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date18.03.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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