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ZKB Autocallable Barrier Reverse Convertible on worst of
adidas AG/Hermes International SA/Nike Inc

ISIN: CH1273469069 Security: 127346906 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.41%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 26.06.2024 05:45:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Adidas N222.2164.78EUR164.780 (100.00%)25.84%90.629 (55.00%)59.21%
Hermes Int A22011'720.4831EUR1'720.483 (100.00%)21.83%946.266 (55.00%)57.01%
Nike A -B-94.2496.675USD96.675 (100.00%)-3.33%53.171 (55.00%)43.17%

Reference data

ISIN CH1273469069
Security 127346906
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)ADS + 12.06%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date09.10.2023
Payment day16.10.2023
First trading day16.10.2023
Last trading day09.04.2025
Final fixing day09.04.2025
Redemption date16.04.2025
Redemption typeCash Settlement
Early redemptionYes
Next observation date09.07.2024
Residual term286
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -3.23%

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 Return1.71%
Cash value of fixed income investment upon issue97.49%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date16.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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