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ZKB Autocallable Barrier Reverse Convertible on worst of
TEMENOS AG/Swissquote Group Holding SA/Julius Baer Gruppe AG

ISIN: CH1273457601 Security: 127345760 Symbol: n.a. Life cycle
Secondary market

Bid Price 94.78%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 05:40:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Temenos Group AG56.767.55CHF67.550 (100.00%)-19.14%40.530 (60.00%)28.52%
Swissquote Group N272.6179.80CHF179.800 (100.00%)34.04%107.880 (60.00%)60.43%
Julius Baer Grp N54.4859.10CHF59.100 (100.00%)-8.48%35.460 (60.00%)34.91%

Reference data

ISIN CH1273457601
Security 127345760
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)TEMN + 13.00%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date25.08.2023
Payment day01.09.2023
First trading day01.09.2023
Last trading day25.02.2025
Final fixing day25.02.2025
Redemption date04.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date27.05.2024
Residual term280
Issue amount100'000.00

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 -16.06%

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 Return1.89%
Cash value of fixed income investment upon issue97.21%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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