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ZKB Reverse Convertible on worst of
adidas AG/Lululemon Athletica Inc

ISIN: CH1329119585 Security: 132911958 Symbol: n.a. Life cycle
Secondary market

Bid Price 97.77%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

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

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Adidas N224.4200.25EUR170.21 (85.00%)24.15%n.a.
Lululemon Athletic.N352.96391.19USD332.51 (85.00%)5.28%n.a.

Reference data

ISIN CH1329119585
Security 132911958
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)5.73% (11.43% )
Coupon paymentguaranteed
Interest portion p.a.1.34%
Premium portion p.a.10.08%
Coupon date09.07.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date22.03.2024
Payment day09.04.2024
First trading day09.04.2024
Last trading day02.10.2024
Final fixing day02.10.2024
Redemption date09.10.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term142
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -10.26%

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 Return1.34%
Cash value of fixed income investment upon issue99.33%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date09.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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