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ZKB Autocallable Reverse Convertible on worst of
Amazon.com Inc/Alphabet Inc/Microsoft Corp

ISIN: CH1303971902 Security: 130397190 Symbol: n.a. Life cycle
redeemed

Bid Price 104.22%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 20.05.2024 08:00:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Amazon.Com A182.15145.1196USD116.10 (80.00%)37.14%86.1359
Alphabet A -C-178.02135.8850USD108.71 (80.00%)38.68%91.9896
Microsoft N430.32373.5635USD298.85 (80.00%)28.88%33.4615

Reference data

ISIN CH1303971902
Security 130397190
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 10'000.00

Coupon

Coupon (Coupon p.a.)AMZN + 10.65%
Coupon paymentguaranteed
Interest portion p.a.AMZN
Premium portion p.a.10.646%
Coupon date29.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date20.11.2023
Payment day28.11.2023
First trading day28.11.2023
Last trading day21.11.2024
Final fixing day21.11.2024
Redemption date29.11.2024
Redemption typephysical delivery or cash settlement
Early redemption20.05.2024
Residual term175
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 10'000.00
Performance of underlying since issue 12.49%

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 Return5.30%
Cash value of fixed income investment upon issue94.95%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date29.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date20.05.2024
Redemption amount10'000.00

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