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ZKB Autocallable Reverse Convertible on worst of
Swiss Life Holding AG/Banque Cantonale Vaudoise/SIG Combibloc Group AG

ISIN: CH1273460779 Security: 127346077 Symbol: n.a. Life cycle
Secondary market

Bid Price 95.77%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:32

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Swiss Life N727.2560.40CHF364.26 (65.00%)49.91%2.7453
BC Vaudoise N86.9595.85CHF62.30 (65.00%)28.35%16.0507
SIG Combibloc Grp N17.1422.86CHF14.86 (65.00%)13.31%67.2993

Reference data

ISIN CH1273460779
Security 127346077
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)SLHN + 3.08%
Coupon paymentguaranteed
Interest portion p.a.SLHN
Premium portion p.a.3.079%
Coupon date16.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date07.09.2023
Payment day14.09.2023
First trading day14.09.2023
Last trading day08.09.2025
Final fixing day08.09.2025
Redemption date15.09.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term290
Issue amount30'000.00

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 -25.02%

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 Return1.80%
Cash value of fixed income investment upon issue96.48%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date15.09.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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