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ZKB Autocallable Barrier Reverse Convertible on worst of
Heineken NV/Infineon Technologies AG/ING Group NV

ISIN: CH1304002277 Security: 130400227 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.35%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 16.05.2024 05:45:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Heineken A95.3494.86EUR94.860 (100.00%)0.50%52.173 (55.00%)45.28%
Infineon Technolog N37.09533.3025EUR33.303 (100.00%)10.22%18.316 (55.00%)50.62%
ING Groep16.22612.002EUR12.002 (100.00%)26.03%6.601 (55.00%)59.32%

Reference data

ISIN CH1304002277
Security 130400227
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.)HEIA + 9.87%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date09.02.2024
Payment day16.02.2024
First trading day16.02.2024
Last trading day10.02.2025
Final fixing day10.02.2025
Redemption date17.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date10.06.2024
Residual term268
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 0.51%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.44%
Cash value of fixed income investment upon issue96.67%
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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