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ZKB Autocallable Barrier Reverse Convertible auf
Moderna Inc

ISIN: CH1303984475 Security: 130398447 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.17%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 120'000.00

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
Moderna N129.06112.735USD112.735 (100.00%)12.65%56.368 (50.00%)56.32%

Reference data

ISIN CH1303984475
Security 130398447
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.)MRNA + 26.52%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date08.01.2024
Payment day23.01.2024
First trading day23.01.2024
Last trading day16.08.2024
Final fixing day16.08.2024
Redemption date23.08.2024
Redemption typeCash Settlement
Early redemptionYes
Next observation date14.06.2024
Residual term91
Issue amount120'000.00

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 14.48%

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 Return5.20%
Cash value of fixed income investment upon issue97.09%
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-

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