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11.51% p.a. ZKB Autocallable Barrier Reverse Convertible, 23.09.2024 on worst of SCHP SE/ARYN SE/SIGN SE
ARYZTA AG/Schindler Holding AG/SIG Combibloc Group AG

ISIN: CH1273463377 Security: 127346337 Symbol: n.a. Life cycle
Secondary market

Bid Price 81.53%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 03.07.2024 05:45:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
ARYZTA N1.6471.424CHF1.424 (100.00%)13.54%n.v.n.v
Schindler Hldg PS227187.5862CHF187.586 (100.00%)17.36%n.v.n.v
SIG Combibloc Grp N17.4822.95CHF22.950 (100.00%)-31.29%Hitn.v

Reference data

ISIN CH1273463377
Security 127346337
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.)ARYN + 11.51%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date18.09.2023
Payment day22.09.2023
First trading day22.09.2023
Last trading day16.09.2024
Final fixing day16.09.2024
Redemption date23.09.2024
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation daten.a.
Residual term73
Issue amount30'000.00

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 -23.83%

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 Return1.95%
Cash value of fixed income investment upon issue98.08%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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