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ZKB Autocallable Barrier Reverse Convertible on worst of
Allianz SE/BASF SE/Bayer AG

ISIN: CH1303995695 Security: 130399569 Symbol: n.a. Life cycle
Secondary market

Bid Price 96.13%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 05.07.2024 05:40:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Allianz N260.9247.475EUR247.475 (100.00%)5.15%146.010 (59.00%)44.04%
BASF N45.1245.78EUR45.780 (100.00%)-1.46%27.010 (59.00%)40.14%
Bayer N26.16532.185EUR32.185 (100.00%)-23.01%18.989 (59.00%)27.43%

Reference data

ISIN CH1303995695
Security 130399569
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)ALV + 12.57%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date26.01.2024
Payment day02.02.2024
First trading day02.02.2024
Last trading day28.07.2025
Final fixing day28.07.2025
Redemption date04.08.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date26.07.2024
Residual term385
Issue amount200'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -18.70%

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 Return2.96%
Cash value of fixed income investment upon issue95.71%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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