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ZKB Autocallable Barrier Reverse Convertible on worst of
Porsche Automobil Holding SE/Tesla Inc/Mercedes-Benz Group AG

ISIN: CH1273462700 Security: 127346270 Symbol: n.a. Life cycle
Secondary market

Bid Price 85.58%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 50'000.00

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
Porsche A Hldg VA48.0748.115EUR45.709 (95.00%)-0.09%28.869 (60.00%)39.94%
Tesla Motors A173.74273.2620USD259.599 (95.00%)-54.41%163.957 (60.00%)7.35%
Daimler N65.7165.85EUR62.558 (95.00%)-0.21%39.510 (60.00%)39.87%

Reference data

ISIN CH1273462700
Security 127346270
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)PAH3 + 15.63%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date14.09.2023
Payment day20.09.2023
First trading day20.09.2023
Last trading day13.09.2024
Final fixing day13.09.2024
Redemption date20.09.2024
Redemption typeCash Settlement
Early redemptionYes
Next observation date12.06.2024
Residual term112
Issue amount50'000.00

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 -35.24%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.91%
Cash value of fixed income investment upon issue96.24%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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