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

ISIN: CH1273453501 Security: 127345350 Symbol: n.a. Life cycle
redeemed

Bid Price 103.06%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 16.05.2024 10:15:22

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Goldman Sachs Grp A469.55332.5245USD332.525 (100.00%)28.66%232.767 (70.00%)50.06%
Morgan Stanley A101.4986.2707USD86.271 (100.00%)14.18%60.390 (70.00%)39.92%
JPMorgan Chase A197.785151.0284USD151.028 (100.00%)25.27%105.720 (70.00%)47.69%
BlackRock N801.68673.2393USD673.239 (100.00%)17.46%471.267 (70.00%)42.23%

Reference data

ISIN CH1273453501
Security 127345350
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)GS + 16.42%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date16.08.2023
Payment day23.08.2023
First trading day23.08.2023
Last trading day16.08.2024
Final fixing day16.08.2024
Redemption date23.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation daten.a.
Residual term86
Issue amount50'000.00

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 16.52%

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 Return5.42%
Cash value of fixed income investment upon issue94.86%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date16.05.2024
Redemption amount1'000.00

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