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ZKB Autocallable Reverse Convertible on worst of
Broadcom Inc/NVIDIA Corp/Palo Alto Networks Inc

ISIN: CH1329123140 Security: 132912314 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.91%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 1'000'000.00

Volume n.a.

Date/time (realtime) 16.05.2024 09:40:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Broadcom N1436.171'386.22USD970.35 (70.00%)31.07%n.a.
NVIDIA A946.3896.91USD627.84 (70.00%)33.52%n.a.
Palo Alto Networks N312.32270.925USD189.65 (70.00%)38.51%n.a.

Reference data

ISIN CH1329123140
Security 132912314
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)AVGO + 12.83%
Coupon paymentguaranteed
Interest portion p.a.AVGO
Premium portion p.a.12.830%
Coupon date12.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date04.04.2024
Payment day12.04.2024
First trading day12.04.2024
Last trading day04.04.2025
Final fixing day04.04.2025
Redemption date11.04.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term322
Issue amount1'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 5'000.00
Performance of underlying since issue 1.55%

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 Return3.44%
Cash value of fixed income investment upon issue96.69%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date11.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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