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ZKB Autocallable Barrier Reverse Convertible on worst of
ConocoPhillips/Halliburton Co/Schlumberger Ltd

ISIN: CH1304001741 Security: 130400174 Symbol: n.a. Life cycle
redeemed

Bid Price 100.81%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 07.05.2024 10:15:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
ConocoPhillips A121.59114.15USD108.443 (95.00%)7.61%65.636 (57.50%)46.87%
Halliburton A37.3434.985USD33.236 (95.00%)5.24%20.116 (57.50%)45.51%
Schlumberger A48.7547.625USD45.244 (95.00%)0.70%27.384 (57.50%)42.90%

Reference data

ISIN CH1304001741
Security 130400174
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.)COP + 7.31%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date08.02.2024
Payment day15.02.2024
First trading day15.02.2024
Last trading day07.11.2024
Final fixing day07.11.2024
Redemption date15.11.2024
Redemption typeCash Settlement
Early redemptionYes
Next observation date08.08.2024
Residual term176
Issue amount100'000.00

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 0.70%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.50%
Cash value of fixed income investment upon issue98.89%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date15.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date07.05.2024
Redemption amount1'000.00

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