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ZKB Autocallable Barrier Reverse Convertible on worst of
Amazon.com Inc/Alphabet Inc/Chevron Corporation/Lonza Group AG

ISIN: CH1303990944 Security: 130399094 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.45%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 02.07.2024 04:45:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Amazon.Com A200153.04USD153.040 (100.00%)22.75%91.824 (60.00%)53.65%
Alphabet A -C-186.61144.235USD144.235 (100.00%)22.05%86.541 (60.00%)53.23%
Chevron156.75141.725USD141.725 (100.00%)8.98%85.035 (60.00%)45.39%
Lonza Grp N486.5363.20CHF363.200 (100.00%)25.33%217.920 (60.00%)55.20%

Reference data

ISIN CH1303990944
Security 130399094
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)AMZN + 15.20%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date18.01.2024
Payment day25.01.2024
First trading day25.01.2024
Last trading day18.07.2025
Final fixing day18.07.2025
Redemption date25.07.2025
Redemption typeCash Settlement
Early redemptionYes
Next observation date18.07.2024
Residual term379
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 9.87%

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 Return4.48%
Cash value of fixed income investment upon issue93.64%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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