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ZKB Autocallable Reverse Convertible on worst of
Booking Holdings Inc/MercadoLibre Inc

ISIN: CH1329120997 Security: 132912099 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.21%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 250'000.00

Volume n.a.

Date/time (realtime) 14.05.2024 05:45:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Booking Hldg N37553'675.975USD2'756.98 (75.00%)26.34%3.6272
MercadoLibre N1688.9851'547.405USD1'160.55 (75.00%)31.74%8.6166

Reference data

ISIN CH1329120997
Security 132912099
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 10'000.00

Coupon

Coupon (Coupon p.a.)BKNG + 10.62%
Coupon paymentguaranteed
Interest portion p.a.BKNG
Premium portion p.a.10.616%
Coupon date05.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.03.2024
Payment day04.04.2024
First trading day04.04.2024
Last trading day28.03.2025
Final fixing day28.03.2025
Redemption date04.04.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term317
Issue amount250'000.00

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 1.82%

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 Return5.06%
Cash value of fixed income investment upon issue95.18%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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