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ZKB Autocallable Barrier Reverse Convertible on worst of
BP PLC/TotalEnergies SE/Shell PLC

ISIN: CH1303968403 Security: 130396840 Symbol: n.a. Life cycle
redeemed

Bid Price 102.07%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 400'000.00

Volume n.a.

Date/time (realtime) 13.05.2024 04:45:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
BP A4.894.7237GBP4.724 (100.00%)6.71%3.070 (65.00%)39.36%
Total A66.4660.97EUR60.970 (100.00%)11.41%39.631 (65.00%)42.41%
Royal Dutch Shell A33.1230.11EUR30.110 (100.00%)12.46%19.572 (65.00%)43.10%

Reference data

ISIN CH1303968403
Security 130396840
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.)BP/ + 7.20%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date09.11.2023
Payment day16.11.2023
First trading day16.11.2023
Last trading day09.08.2024
Final fixing day09.08.2024
Redemption date16.08.2024
Redemption typeCash Settlement
Early redemptionYes
Next observation daten.a.
Residual term83
Issue amount400'000.00

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 7.19%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.69%
Cash value of fixed income investment upon issue98.75%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date16.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date09.05.2024
Redemption amount1'000.00

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