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ZKB Autocallable Barrier Reverse Convertible on worst of
NASDAQ 100/S&P 500®/Swiss Market Index SMI/EURO STOXX 50

ISIN: CH1303992767 Security: 130399276 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.94%

Ask Price n.a.

Currency qGBP

Exchange ZKB

Volume 250'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 05:45:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
NASDAQ 100® Index18546.22981417'400.5385USD17'400.539 (100.00%)6.27%13'050.404 (75.00%)29.70%
S&P 500® Indexn.a.4'862.0444USD4'862.044 (100.00%)8.24%3'646.533 (75.00%)31.18%
SMI® Index12037.9911'274.4298CHF11'274.430 (100.00%)6.34%8'455.822 (75.00%)29.76%
EURO STOXX 50® Index5064.144'483.1245EUR4'483.125 (100.00%)11.47%3'362.343 (75.00%)33.60%

Reference data

ISIN CH1303992767
Security 130399276
Symbol n.a.
Currency qGBP
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)NDX + 8.06%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date22.01.2024
Payment day29.01.2024
First trading day29.01.2024
Last trading day22.07.2025
Final fixing day22.07.2025
Redemption date29.07.2025
Redemption typeCash Settlement
Early redemptionYes
Next observation date22.07.2024
Residual term428
Issue amount250'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot GBP 1'000.00
Performance of underlying since issue 6.69%

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 Return4.50%
Cash value of fixed income investment upon issue93.62%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date29.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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