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

ISIN: CH1329127018 Security: 132912701 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.45%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 40'000.00

Volume n.a.

Date/time (realtime) 12.06.2024 05:45:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Amazon.Com A186.89180.99USD162.891 (90.00%)3.74%90.495 (50.00%)51.87%
Intel A30.7635.285USD31.757 (90.00%)-13.97%17.643 (50.00%)43.02%
Netflix A650.06607.835USD547.052 (90.00%)6.44%303.918 (50.00%)53.22%

Reference data

ISIN CH1329127018
Security 132912701
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.)AMZN + 12.57%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date18.04.2024
Payment day25.04.2024
First trading day25.04.2024
Last trading day17.01.2025
Final fixing day17.01.2025
Redemption date27.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date17.06.2024
Residual term218
Issue amount40'000.00

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 -12.26%

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 Return5.37%
Cash value of fixed income investment upon issue96.12%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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