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ZKB Autocallable Reverse Convertible on worst of
Apple Inc/Johnson & Johnson/McDonald's Corp/Procter & Gamble Co

ISIN: CH1329115047 Security: 132911504 Symbol: n.a. Life cycle
Secondary market

Bid Price 91.64%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 10.05.2024 05:40:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Apple A183.05173.4232USD121.40 (70.00%)33.53%8.2375
Johnson & Johnson A149.91161.1778USD112.82 (70.00%)24.53%8.8633
McDonald's A275294.9374USD206.46 (70.00%)23.51%4.8436
Procter & Gamble A166.85161.9425USD113.36 (70.00%)31.87%8.8215

Reference data

ISIN CH1329115047
Security 132911504
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)AAPL + 5.72%
Coupon paymentguaranteed
Interest portion p.a.AAPL
Premium portion p.a.5.716%
Coupon date20.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date12.03.2024
Payment day19.03.2024
First trading day19.03.2024
Last trading day12.03.2027
Final fixing day12.03.2027
Redemption date19.03.2027
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term1'034
Issue amount20'000.00

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 -8.48%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.14%
Cash value of fixed income investment upon issue88.55%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.03.2027
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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