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ZKB Autocallable Barrier Reverse Convertible on worst of
UBS Group AG/BNP Paribas SA/ING Group NV

ISIN: CH1303964790 Security: 130396479 Symbol: n.a. Life cycle
redeemed

Bid Price 101.28%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 29.04.2024 08:00:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
UBS Group AG27.5421.255CHF21.26
(100.00%)
15.18%11.690
(55.00%)
53.35%n.a.
BNP Paribas A72.3153.585EUR53.59
(100.00%)
20.03%29.472
(55.00%)
56.02%n.a.
ING Groep16.52411.982EUR11.98
(100.00%)
19.64%6.590
(55.00%)
55.80%n.a.

Reference data

ISIN CH1303964790
Security 130396479
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)UBSG + 9.20%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date30.10.2023
Payment day06.11.2023
First trading day06.11.2023
Last trading day30.10.2024
Final fixing day30.10.2024
Redemption date06.11.2024
Redemption typeCash Settlement
Early redemptionYes
Next observation date29.07.2024
Residual term164
Issue amount50'000.00

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 17.90%

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 Return1.62%
Cash value of fixed income investment upon issue98.40%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date06.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date26.04.2024
Redemption amount1'000.00

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