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ZKB Autocallable Barrier Reverse Convertible on worst of
Broadcom Inc/NVIDIA Corp/Advanced Micro Devices Inc/Micron Technology Inc

ISIN: CH1303970839 Security: 130397083 Symbol: n.a. Life cycle
redeemed

Bid Price 103.20%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 57'000.00

Volume n.a.

Date/time (realtime) 20.05.2024 08:00:02

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Broadcom N1330.62959.535USD863.582 (90.00%)31.23%479.768 (50.00%)65.62%
NVIDIA A1095.95488.06USD439.254 (90.00%)47.22%244.030 (50.00%)73.61%
AMD A167.015117.02USD105.318 (90.00%)28.85%58.510 (50.00%)64.42%
Micron Technology N125.0176.67USD69.003 (90.00%)38.81%38.335 (50.00%)69.40%

Reference data

ISIN CH1303970839
Security 130397083
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.)AVGO + 16.86%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date16.11.2023
Payment day23.11.2023
First trading day23.11.2023
Last trading day18.02.2025
Final fixing day18.02.2025
Redemption date25.02.2025
Redemption typeCash Settlement
Early redemptionYes
Next observation date19.08.2024
Residual term259
Issue amount57'000.00

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 40.54%

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 Return1.57%
Cash value of fixed income investment upon issue98.06%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date17.05.2024
Redemption amount1'000.00

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