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ZKB Autocallable Reverse Convertible on worst of
ABB Ltd/Accelleron Industries AG/Sandoz Group AG

ISIN: CH1303998723 Security: 130399872 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.80%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 23.05.2024 05:40:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
ABB N48.9737.2451CHF30.91 (83.00%)36.87%32.3485
Accelleron Ind. N37.4827.98CHF23.22 (83.00%)38.04%43.0600
Sandoz Group AG32.3228.46CHF23.62 (83.00%)26.91%42.3338

Reference data

ISIN CH1303998723
Security 130399872
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)ABBN + 7.03%
Coupon paymentguaranteed
Interest portion p.a.ABBN
Premium portion p.a.7.032%
Coupon date08.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date01.02.2024
Payment day08.02.2024
First trading day08.02.2024
Last trading day31.07.2025
Final fixing day31.07.2025
Redemption date08.08.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term433
Issue amount100'000.00

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 13.56%

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 Return1.18%
Cash value of fixed income investment upon issue98.25%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date08.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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