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ZKB Autocallable Barrier Reverse Convertible on worst of
Allianz SE/Bayer AG/Daimler Truck Holding AG

ISIN: CH1303973775 Security: 130397377 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.68%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 15.05.2024 05:45:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Allianz N263.3231.725EUR231.725 (100.00%)11.99%139.035 (60.00%)47.20%
Bayer N29.32532.2025EUR32.203 (100.00%)-9.81%19.322 (60.00%)34.11%
Daimler Truck Holding AG41.129.83EUR29.830 (100.00%)27.42%17.898 (60.00%)56.45%

Reference data

ISIN CH1303973775
Security 130397377
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)ALV + 12.51%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date27.11.2023
Payment day04.12.2023
First trading day04.12.2023
Last trading day27.11.2025
Final fixing day27.11.2025
Redemption date04.12.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date27.11.2024
Residual term560
Issue amount30'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -8.94%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.32%
Cash value of fixed income investment upon issue93.69%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.12.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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