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

ISIN: CH1273468780 Security: 127346878 Symbol: n.a. Life cycle
Secondary market

Bid Price 97.83%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 28.05.2024 05:40:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Nestlé N91.64100.01CHF100.010 (100.00%)-9.13%75.008 (75.00%)18.15%
Novartis N91.1188.765CHF88.765 (100.00%)2.57%66.574 (75.00%)26.93%
Roche GS228.8248.05CHF248.050 (100.00%)-8.41%186.038 (75.00%)18.69%

Reference data

ISIN CH1273468780
Security 127346878
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 + 5.59%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date06.10.2023
Payment day11.10.2023
First trading day11.10.2023
Last trading day04.10.2024
Final fixing day04.10.2024
Redemption date11.10.2024
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date04.07.2024
Residual term127
Issue amount50'000.00

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 -8.37%

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 Return1.76%
Cash value of fixed income investment upon issue98.27%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date11.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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