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36.96% p.a. ZKB Autocallable Barrier Reverse Convertible, 09.09.2024 auf NVAX UW
Novavax Inc

ISIN: CH1273458658 Security: 127345865 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.CapDistance to capBarrierDistance to barrierRatio
Novavax N13.858.3292USD7.50
(90.00%)
56.51%4.331
(52.00%)
74.87%133.3991

Reference data

ISIN CH1273458658
Security 127345865
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)NVAX + 36.96%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date30.08.2023
Payment day07.09.2023
First trading day07.09.2023
Last trading day30.08.2024
Final fixing day30.08.2024
Redemption date09.09.2024
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date02.08.2024
Residual term38
Issue amount26'000.00

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 106.92%

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 Return5.45%
Cash value of fixed income investment upon issue94.80%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date09.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date03.06.2024
Redemption amount1'000.00

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