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ZKB Autocallable Barrier Reverse Convertible on worst of
Henkel AG & Co. KGaA/Danone SA/Carrefour SA

ISIN: CH1273449020 Security: 127344902 Symbol: n.a. Life cycle
Secondary market

Bid Price 97.02%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 28.05.2024 05:45:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Henkel VA82.569.20EUR69.200 (100.00%)16.12%38.060 (55.00%)53.87%
DANONE A58.7854.545EUR54.545 (100.00%)7.20%30.000 (55.00%)48.96%
Carrefour A15.18518.2625EUR18.263 (100.00%)-20.27%10.044 (55.00%)33.85%

Reference data

ISIN CH1273449020
Security 127344902
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 20'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)HEN3 + 8.30%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date03.08.2023
Payment day10.08.2023
First trading day10.08.2023
Last trading day04.08.2025
Final fixing day04.08.2025
Redemption date11.08.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date05.08.2024
Residual term432
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 20'000.00
Performance of underlying since issue -16.85%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.48%
Cash value of fixed income investment upon issue93.37%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date11.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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