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ZKB Autocallable Barrier Reverse Convertible on worst of
The Swatch Group AG/GAM Holding AG/Idorsia AG/DocMorris AG

ISIN: CH1273461587 Security: 127346158 Symbol: n.a. Life cycle
Secondary market

Bid Price 47.14%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

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
The Swatch Grp A196.35249.80CHF249.800 (100.00%)-27.22%n.v.n.v
GAM Hldg N0.270.448CHF0.448 (100.00%)-65.93%n.v.n.v
Idorsia N2.1084.236CHF4.236 (100.00%)-100.95%Hitn.v
DocMorris N7558.85CHF58.850 (100.00%)21.53%n.v.n.v

Reference data

ISIN CH1273461587
Security 127346158
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)UHR + 31.77%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date11.09.2023
Payment day18.09.2023
First trading day18.09.2023
Last trading day11.09.2024
Final fixing day11.09.2024
Redemption date18.09.2024
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date11.06.2024
Residual term124
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -50.24%

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 Return1.86%
Cash value of fixed income investment upon issue98.17%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date18.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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