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ZKB Autocallable Barrier Reverse Convertible on worst of
RWE AG/Bayerische Motoren Werke AG/BASF SE/Siemens AG

ISIN: CH1273459656 Security: 127345965 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.15%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 150'000.00

Volume n.a.

Date/time (realtime) 23.05.2024 05:40:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
RWE AG34.637.205EUR37.205 (100.00%)-7.53%20.463 (55.00%)40.86%
BMW A92.7294.74EUR94.740 (100.00%)-2.18%52.107 (55.00%)43.80%
BASF N48.4446.585EUR46.585 (100.00%)3.83%25.622 (55.00%)47.11%
Siemens N177.18138.02EUR138.020 (100.00%)22.10%75.911 (55.00%)57.16%

Reference data

ISIN CH1273459656
Security 127345965
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)RWE + 10.05%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date04.09.2023
Payment day11.09.2023
First trading day11.09.2023
Last trading day04.09.2024
Final fixing day04.09.2024
Redemption date11.09.2024
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date04.06.2024
Residual term103
Issue amount150'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -7.00%

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 Return3.80%
Cash value of fixed income investment upon issue96.34%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date11.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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