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ZKB Autocallable Barrier Reverse Convertible on worst of
JPMorgan Chase & Co/BlackRock Inc/Morgan Stanley/Goldman Sachs Group Inc

ISIN: CH1273445770 Security: 127344577 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.43%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 08.05.2024 05:45:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
JPMorgan Chase A195.65158.0848USD158.085 (100.00%)18.18%102.755 (65.00%)46.82%
BlackRock N778.33755.7358USD755.736 (100.00%)2.72%491.228 (65.00%)36.77%
Morgan Stanley A95.6494.5913USD94.591 (100.00%)1.27%61.484 (65.00%)35.83%
Goldman Sachs Grp A446.95356.3812USD356.381 (100.00%)19.98%231.648 (65.00%)47.98%

Reference data

ISIN CH1273445770
Security 127344577
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)JPM + 11.07%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date25.07.2023
Payment day02.08.2023
First trading day02.08.2023
Last trading day25.07.2024
Final fixing day25.07.2024
Redemption date02.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date25.07.2024
Residual term76
Issue amount30'000.00

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 1.29%

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 Return5.45%
Cash value of fixed income investment upon issue94.83%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date02.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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