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ZKB Autocallable Reverse Convertible on worst of
S&P 500®/Swiss Market Index SMI/EURO STOXX 50

ISIN: CH1329126630 Security: 132912663 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.03%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 1'000'000.00

Volume n.a.

Date/time (realtime) 27.05.2024 05:45:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
S&P 500® Indexn.a.5'072.7597USD4'311.85 (85.00%)18.72%n.a.
SMI® Index11960.5711'243.0374CHF9'556.58 (85.00%)20.10%n.a.
EURO STOXX 50® Index5059.24'960.4625EUR4'216.39 (85.00%)16.66%n.a.

Reference data

ISIN CH1329126630
Security 132912663
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)SPX + 7.92%
Coupon paymentguaranteed
Interest portion p.a.SPX
Premium portion p.a.7.922%
Coupon date24.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date17.04.2024
Payment day24.04.2024
First trading day24.04.2024
Last trading day17.10.2025
Final fixing day17.10.2025
Redemption date24.10.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term507
Issue amount1'000'000.00

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 1.99%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return5.09%
Cash value of fixed income investment upon issue92.82%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date24.10.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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