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ZKB Autocallable Barrier Reverse Convertible on worst of
Schneider Electric SE/Vinci SA/Eiffage SA

ISIN: CH1304001733 Security: 130400173 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.27%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 3'000'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 11:20:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Schneider Electric A229.15196.12EUR196.120 (100.00%)14.34%98.060 (50.00%)57.17%
Vinci A115.05116.76EUR116.760 (100.00%)-1.53%58.380 (50.00%)49.23%
Eiffage A104.3596.80EUR96.800 (100.00%)7.55%48.400 (50.00%)53.77%

Reference data

ISIN CH1304001733
Security 130400173
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)SU + 4.07%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date08.02.2024
Payment day15.02.2024
First trading day15.02.2024
Last trading day10.02.2025
Final fixing day10.02.2025
Redemption date17.02.2025
Redemption typeCash Settlement
Early redemptionYes
Next observation date08.08.2024
Residual term266
Issue amount3'000'000.00

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 -1.51%

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 marketNo
Stamp duty payable upon delivery of the securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.41%
Cash value of fixed income investment upon issue96.68%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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