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ZKB Autocallable Barrier Reverse Convertible on worst of
Lonza Group AG/Holcim Ltd/Swiss Life Holding AG/Roche Holding AG

ISIN: CH1273468921 Security: 127346892 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.98%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 31.05.2024 05:45:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Lonza Grp N486.4424.45CHF411.717 (97.00%)12.74%265.281 (62.50%)45.46%
Holcim N78.7856.65CHF54.951 (97.00%)28.09%35.406 (62.50%)55.06%
Swiss Life N627.8571.80CHF554.646 (97.00%)8.92%357.375 (62.50%)43.08%
Roche GS231247.45CHF240.027 (97.00%)-7.12%154.656 (62.50%)33.05%

Reference data

ISIN CH1273468921
Security 127346892
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)LONN + 9.49%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date06.10.2023
Payment day16.10.2023
First trading day16.10.2023
Last trading day07.04.2025
Final fixing day07.04.2025
Redemption date14.04.2025
Redemption typeCash Settlement
Early redemptionYes
Next observation date08.07.2024
Residual term309
Issue amount200'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -6.65%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return5.29%
Cash value of fixed income investment upon issue92.59%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date14.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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