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ZKB Autocallable Barrier Reverse Convertible on worst of
Lonza Group AG/Straumann Holding AG/Sonova Holding AG/ABB Ltd

ISIN: CH1303999465 Security: 130399946 Symbol: n.a. Life cycle
Secondary market

Bid Price 93.24%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 28.05.2024 05:40:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Lonza Grp N495.2435.40CHF391.860 (90.00%)12.08%213.346 (49.00%)56.92%
Straumann Hldg N117135.40CHF121.860 (90.00%)-15.73%66.346 (49.00%)43.29%
Sonova Hldg N288.3277.70CHF249.930 (90.00%)3.68%136.073 (49.00%)52.80%
ABB N49.637.43CHF33.687 (90.00%)24.54%18.341 (49.00%)63.02%

Reference data

ISIN CH1303999465
Security 130399946
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)LONN + 7.27%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date05.02.2024
Payment day12.02.2024
First trading day12.02.2024
Last trading day05.02.2026
Final fixing day05.02.2026
Redemption date12.02.2026
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date05.02.2025
Residual term616
Issue amount30'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 10'000.00
Performance of underlying since issue -13.59%

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 Return1.18%
Cash value of fixed income investment upon issue97.68%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.02.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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