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ZKB Reverse Convertible on worst of
Mastercard Inc/Nike Inc

ISIN: CH1329129485 Security: 132912948 Symbol: Z09HBZ Life cycle
Secondary market

Bid Price 99.68%

Ask Price 100.18%

Currency USD

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 17.05.2024 05:14:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Mastercard -A- N460.27462.50USD416.25 (90.00%)9.62%24.0240
Nike A -B-92.1894.64USD85.18 (90.00%)7.51%117.4040

Reference data

ISIN CH1329129485
Security 132912948
Symbol Z09HBZ
Currency USD
Currency hedging No
Nominal amount 10'000.00

Coupon

Coupon (Coupon p.a.)12.55% (12.55% )
Coupon paymentguaranteed
Interest portion p.a.5.26%
Premium portion p.a.7.29%
Coupon date02.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date24.04.2024
Payment day02.05.2024
First trading day02.05.2024
Last trading day24.04.2025
Final fixing day24.04.2025
Redemption date02.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term339
Issue amount5'000'000.00

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 -2.69%

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 Return5.26%
Cash value of fixed income investment upon issue95.01%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date02.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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