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ZKB Autocallable Reverse Convertible on worst of
Alphabet Inc/Microsoft Corp/NVIDIA Corp

ISIN: CH1329130053 Security: 132913005 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.59%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 03.06.2024 05:45:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Alphabet A -A-171.525173.6559USD112.88 (65.00%)34.44%88.5925
Microsoft N409.82414.1501USD269.20 (65.00%)34.54%37.1474
NVIDIA A1130.09834.4178USD542.37 (65.00%)52.17%18.4375

Reference data

ISIN CH1329130053
Security 132913005
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 10'000.00

Coupon

Coupon (Coupon p.a.)GOOGL + 10.07%
Coupon paymentguaranteed
Interest portion p.a.GOOGL
Premium portion p.a.10.068%
Coupon date12.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date26.04.2024
Payment day10.05.2024
First trading day10.05.2024
Last trading day05.05.2025
Final fixing day05.05.2025
Redemption date12.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term335
Issue amount200'000.00

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 -0.85%

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 Return5.29%
Cash value of fixed income investment upon issue94.95%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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