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4.83% p.a. ZKB Autocallable Barrier Reverse Convertible, 17.01.2025 on worst of ROG SE/NESN SE/SREN SE/NOVN SE
Swiss Re AG/Roche Holding AG/Novartis AG/Nestlé AG

ISIN: CH1273469267 Security: 127346926 Symbol: n.a. Life cycle
redeemed

Bid Price 99.39%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 10.07.2024 10:15:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Swiss Re N106.0595.96CHF81.566 (85.00%)12.96%55.657 (58.00%)49.52%
Roche GS280.1251.275CHF213.584 (85.00%)-2.10%145.740 (58.00%)40.78%
Novartis N96.3388.655CHF75.357 (85.00%)8.72%51.420 (58.00%)47.06%
Nestlé N94.5101.91CHF86.624 (85.00%)-9.63%59.108 (58.00%)36.42%

Reference data

ISIN CH1273469267
Security 127346926
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)SREN + 4.83%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date10.10.2023
Payment day17.10.2023
First trading day17.10.2023
Last trading day10.01.2025
Final fixing day10.01.2025
Redemption date17.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date12.08.2024
Residual term171
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 -8.78%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.72%
Cash value of fixed income investment upon issue97.89%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date10.07.2024
Redemption amount1'000.00

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