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ZKB Autocallable Barrier Reverse Convertible on worst of
Colgate-Palmolive Co/Coca-Cola Co/Nike Inc/Procter & Gamble Co

ISIN: CH1329113471 Security: 132911347 Symbol: n.a. Life cycle
Secondary market

Bid Price 95.62%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 60'000.00

Volume n.a.

Date/time (realtime) 13.05.2024 03:50:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Colgate-Palmolive A95.26587.2602USD82.897 (95.00%)8.24%52.356 (60.00%)44.95%
Coca-Cola A63.3959.606USD56.626 (95.00%)5.78%35.764 (60.00%)43.47%
Nike A -B-91.5297.5876USD92.708 (95.00%)-7.31%58.553 (60.00%)35.61%
Procter & Gamble A167.1159.8572USD151.864 (95.00%)4.19%95.914 (60.00%)42.51%

Reference data

ISIN CH1329113471
Security 132911347
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)CL + 9.48%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date07.03.2024
Payment day21.03.2024
First trading day21.03.2024
Last trading day15.09.2025
Final fixing day15.09.2025
Redemption date22.09.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date16.09.2024
Residual term489
Issue amount60'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -6.81%

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 Return4.74%
Cash value of fixed income investment upon issue93.28%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date22.09.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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