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ZKB Autocallable Barrier Reverse Convertible on worst of
American Express Co/Mastercard Inc/Visa Inc

ISIN: CH1303990837 Security: 130399083 Symbol: n.a. Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
American Express A242.3179.25USD179.250 (100.00%)17.49%125.475 (70.00%)42.24%
Mastercard -A- N456.98429.87USD429.870 (100.00%)6.89%300.909 (70.00%)34.82%
Visa A -A-280.74267.715USD267.715 (100.00%)1.67%187.401 (70.00%)31.17%

Reference data

ISIN CH1303990837
Security 130399083
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 5'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)AXP + 8.82%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date18.01.2024
Payment day23.01.2024
First trading day23.01.2024
Last trading day15.01.2025
Final fixing day15.01.2025
Redemption date23.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date16.07.2024
Residual term247
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 5'000.00
Performance of underlying since issue 1.70%

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 Return4.86%
Cash value of fixed income investment upon issue95.37%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date16.04.2024
Redemption amount5'000.00

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