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ZKB Autocallable Barrier Reverse Convertible on worst of
Novo Nordisk A/S/Bayer AG/Pfizer Inc/Eli Lilly & Co

ISIN: CH1273448725 Security: 127344872 Symbol: n.a. Life cycle
Secondary market

Bid Price 61.44%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 30.07.2024 11:21:55

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Novo-Nordisk A903.5535.45DKK481.905 (90.00%)40.70%n.v.n.v
Bayer N27.57551.39EUR46.251 (90.00%)-86.36%Hitn.v
Pfizer Inc30.7235.3905USD31.852 (90.00%)-15.20%n.v.n.v
Eli Lilly & Co A807.79452.7583USD407.483 (90.00%)43.95%n.v.n.v

Reference data

ISIN CH1273448725
Security 127344872
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)NOVOB + 10.07%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date03.08.2023
Payment day10.08.2023
First trading day10.08.2023
Last trading day03.02.2025
Final fixing day03.02.2025
Redemption date10.02.2025
Redemption typeCash Settlement
Early redemptionYes
Next observation date05.08.2024
Residual term187
Issue amount30'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -46.34%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

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 Return1.84%
Cash value of fixed income investment upon issue97.30%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date10.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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