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ZKB Autocallable Barrier Reverse Convertible on worst of
Nestlé AG/Roche Holding AG/Swiss Life Holding AG

ISIN: CH1273456934 Security: 127345693 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.68%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 800'000.00

Volume n.a.

Date/time (realtime) 14.08.2024 03:55:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Nestlé N89.3105.48CHF105.480 (100.00%)-18.49%68.562 (65.00%)22.98%
Roche GS281260.45CHF260.450 (100.00%)6.72%169.293 (65.00%)39.37%
Swiss Life N662.6542.60CHF542.600 (100.00%)17.89%352.690 (65.00%)46.63%

Reference data

ISIN CH1273456934
Security 127345693
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)NESN + 6.42%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date24.08.2023
Payment day31.08.2023
First trading day31.08.2023
Last trading day26.08.2024
Final fixing day26.08.2024
Redemption date02.09.2024
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation daten.a.
Residual term11
Issue amount800'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -15.60%

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 marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.86%
Cash value of fixed income investment upon issue98.16%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date02.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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