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ZKB Autocallable Barrier Reverse Convertible on worst of
Amazon.com Inc/Alphabet Inc/Intel Corp

ISIN: CH1329126960 Security: 132912696 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.48%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 28.05.2024 05:45:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Amazon.Com A182.15181.6746USD181.675 (100.00%)-0.35%99.921 (55.00%)44.81%
Alphabet A -A-176.4155.5048USD155.505 (100.00%)11.79%85.528 (55.00%)51.48%
Intel A31.0635.6796USD35.680 (100.00%)-13.95%19.624 (55.00%)37.33%

Reference data

ISIN CH1329126960
Security 132912696
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)AMZN + 4.87%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date18.04.2024
Payment day24.04.2024
First trading day24.04.2024
Last trading day17.10.2024
Final fixing day17.10.2024
Redemption date24.10.2024
Redemption typeCash Settlement
Early redemptionYes
Next observation date17.07.2024
Residual term140
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -12.24%

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 Return1.31%
Cash value of fixed income investment upon issue99.35%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date24.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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