Inhaltsseite: Home

ZKB Autocallable Barrier Reverse Convertible on worst of
Glencore PLC/Rio Tinto PLC/Vale SA

ISIN: CH1273471099 Security: 127347109 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.19%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 300'000.00

Volume n.a.

Date/time (realtime) 10.05.2024 02:05:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Glencore PLC4.774.63GBP4.630 (100.00%)2.62%2.547 (55.00%)46.44%
Rio Tinto A56.4451.49GBP51.490 (100.00%)8.75%28.320 (55.00%)49.81%
Vale A12.5813.125USD13.125 (100.00%)-4.33%7.219 (55.00%)42.62%

Reference data

ISIN CH1273471099
Security 127347109
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)GLEN + 12.18%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date16.10.2023
Payment day23.10.2023
First trading day23.10.2023
Last trading day16.10.2024
Final fixing day16.10.2024
Redemption date23.10.2024
Redemption typeCash Settlement
Early redemptionYes
Next observation date16.07.2024
Residual term158
Issue amount300'000.00

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 -4.15%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.72%
Cash value of fixed income investment upon issue98.31%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading