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ZKB Autocallable Barrier Reverse Convertible on worst of
Occidental Petroleum Corp/Rio Tinto PLC/Vale SA

ISIN: CH1252898619 Security: 125289861 Symbol: n.a. Life cycle
Secondary market

Bid Price 94.40%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 10.05.2024 02:33:03

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Occidental Petr A64.2461.67USD61.670 (100.00%)4.00%43.169 (70.00%)32.80%
Rio Tinto A56.4155.06GBP55.060 (100.00%)2.45%38.542 (70.00%)31.71%
Vale A12.5814.895USD14.895 (100.00%)-18.40%10.427 (70.00%)17.12%

Reference data

ISIN CH1252898619
Security 125289861
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)OXY + 13.40%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date19.04.2023
Payment day26.04.2023
First trading day26.04.2023
Last trading day21.10.2024
Final fixing day21.10.2024
Redemption date28.10.2024
Redemption typeCash Settlement
Early redemptionYes
Next observation date19.07.2024
Residual term163
Issue amount100'000.00

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 -15.54%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.60%
Cash value of fixed income investment upon issue93.45%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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