Inhaltsseite: Home

ZKB Autocallable Reverse Convertible on worst of
EURO STOXX 50/Swiss Market Index SMI/S&P 500®

ISIN: CH1273465646 Security: 127346564 Symbol: n.a. Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency qn.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
EURO STOXX 50® Index4815.394'142.4355EUR3'521.07 (85.00%)29.79%n.a.
SMI® Index12214.910'981.1945CHF9'334.02 (85.00%)19.51%n.a.
S&P 500® Indexn.a.4'320.0278USD3'672.02 (85.00%)29.85%n.a.

Reference data

ISIN CH1273465646
Security 127346564
Symbol n.a.
Currency qGBP
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)SX5E + 7.49%
Coupon paymentguaranteed
Interest portion p.a.SX5E
Premium portion p.a.7.491%
Coupon date03.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date26.09.2023
Payment day03.10.2023
First trading day03.10.2023
Last trading day26.09.2024
Final fixing day26.09.2024
Redemption date03.10.2024
Redemption typeCash Settlement
Early redemption25.03.2024
Residual term57
Issue amount260'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot GBP 1'000.00
Performance of underlying since issue 5.61%

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 marketNo
Stamp duty payable upon delivery of the securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return5.40%
Cash value of fixed income investment upon issue94.88%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date25.03.2024
Redemption amount1'000.00

Ajax loading