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ZKB Autocallable Barrier Reverse Convertible on worst of
Bank of America Corp/Alphabet Inc/JPMorgan Chase & Co

ISIN: CH1329106673 Security: 132910667 Symbol: n.a. Life cycle
redeemed

Bid Price 102.62%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 500'000.00

Volume n.a.

Date/time (realtime) 20.05.2024 08:00:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Bank of America A39.4433.8917USD33.892 (100.00%)13.78%23.724 (70.00%)39.65%
Alphabet A -A-171.57140.6752USD140.675 (100.00%)20.13%98.473 (70.00%)44.09%
JPMorgan Chase A199.575179.6647USD179.665 (100.00%)12.29%125.765 (70.00%)38.61%

Reference data

ISIN CH1329106673
Security 132910667
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)BAC + 14.90%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date21.02.2024
Payment day28.02.2024
First trading day28.02.2024
Last trading day21.02.2025
Final fixing day21.02.2025
Redemption date28.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date21.08.2024
Residual term262
Issue amount500'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 10'000.00
Performance of underlying since issue 14.02%

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 Return5.05%
Cash value of fixed income investment upon issue95.19%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date20.05.2024
Redemption amount10'000.00

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