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ZKB Autocallable Barrier Reverse Convertible on worst of
Caterpillar Inc/RTX Corporation/Boeing Co

ISIN: CH1273447248 Security: 127344724 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.21%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 435'000.00

Volume n.a.

Date/time (realtime) 10.05.2024 05:40:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Caterpillar A355.2259.29USD238.547 (92.00%)26.83%147.795 (57.00%)58.29%
RTX Corporation N106.0584.72USD77.942 (92.00%)20.02%48.290 (57.00%)54.41%
Boeing A178.92236.10USD217.212 (92.00%)-32.51%134.577 (57.00%)24.47%

Reference data

ISIN CH1273447248
Security 127344724
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.)CAT + 8.93%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date27.07.2023
Payment day03.08.2023
First trading day03.08.2023
Last trading day29.07.2024
Final fixing day29.07.2024
Redemption date05.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date29.07.2024
Residual term79
Issue amount435'000.00

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 -24.54%

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 marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return5.48%
Cash value of fixed income investment upon issue94.77%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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