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ZKB Autocallable Reverse Convertible on worst of
Emmi AG/ARYZTA AG

ISIN: CH1273456587 Security: 127345658 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.18%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:35:26

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Emmi N797942.00CHF753.60 (80.00%)5.45%1.3270
ARYZTA N1.4861.3585CHF1.09 (80.00%)26.86%920.1325

Reference data

ISIN CH1273456587
Security 127345658
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)EMMN + 6.78%
Coupon paymentguaranteed
Interest portion p.a.EMMN
Premium portion p.a.6.780%
Coupon date03.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date23.08.2023
Payment day30.08.2023
First trading day30.08.2023
Last trading day24.02.2025
Final fixing day24.02.2025
Redemption date03.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term91
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 -15.39%

Product type

SSPA derivative category Yield enhancement
SSPA code Reverse convertible (1220)

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.85%
Cash value of fixed income investment upon issue97.28%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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