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ZKB Reverse Convertible on worst of
PepsiCo Inc/Nike Inc/Adobe Inc

ISIN: CH1329119049 Security: 132911904 Symbol: n.a. Life cycle
Secondary market

Bid Price 97.14%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 70'000.00

Volume n.a.

Date/time (realtime) 15.05.2024 05:45:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
PepsiCo A179.46172.41USD129.31 (75.00%)27.92%7.7335
Nike A -B-91.67101.24USD75.93 (75.00%)17.55%13.1700
Adobe Systems A485.35510.035USD382.53 (75.00%)21.41%2.6142

Reference data

ISIN CH1329119049
Security 132911904
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)10.14% (10.14% )
Coupon paymentguaranteed
Interest portion p.a.5.08%
Premium portion p.a.5.06%
Coupon date30.09.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date21.03.2024
Payment day28.03.2024
First trading day28.03.2024
Last trading day21.03.2025
Final fixing day21.03.2025
Redemption date28.03.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term308
Issue amount70'000.00

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 -9.04%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return5.08%
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 date28.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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