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ZKB Autocallable Reverse Convertible on worst of
Bank of America Corp/Citigroup Inc/JPMorgan Chase & Co

ISIN: CH1304000461 Security: 130400046 Symbol: n.a. Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.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
Bank of America A39.5232.9037USD24.68 (75.00%)33.73%40.5223
Citigroup A61.7154.4371USD40.83 (75.00%)33.63%24.4931
JPMorgan Chase A209.78174.6601USD131.00 (75.00%)31.24%7.6339

Reference data

ISIN CH1304000461
Security 130400046
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)BAC + 8.72%
Coupon paymentguaranteed
Interest portion p.a.BAC
Premium portion p.a.8.724%
Coupon date13.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date06.02.2024
Payment day13.02.2024
First trading day13.02.2024
Last trading day06.02.2025
Final fixing day06.02.2025
Redemption date13.02.2025
Redemption typephysical delivery or cash settlement
Early redemption06.05.2024
Residual term131
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 9.07%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.96%
Cash value of fixed income investment upon issue95.28%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date13.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date06.05.2024
Redemption amount1'000.00

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