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ZKB Autocallable Reverse Convertible on worst of
AbbVie Inc/Johnson & Johnson/Eli Lilly & Co

ISIN: CH1329116847 Security: 132911684 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
AbbVie A199.5181.4098USD134.93 (74.38%)30.75%7.4111
Johnson & Johnson A155.47159.3597USD118.53 (74.38%)28.80%8.4366
Eli Lilly & Co A831.54762.4985USD567.15 (74.38%)38.71%1.7632

Reference data

ISIN CH1329116847
Security 132911684
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)ABBV + 7.00%
Coupon paymentguaranteed
Interest portion p.a.ABBV
Premium portion p.a.7.000%
Coupon date24.03.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date15.03.2024
Payment day22.03.2024
First trading day22.03.2024
Last trading day17.03.2025
Final fixing day17.03.2025
Redemption date24.03.2025
Redemption typephysical delivery or cash settlement
Early redemption16.09.2024
Residual term126
Issue amount40'000.00

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 4.46%

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 Return5.12%
Cash value of fixed income investment upon issue95.10%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date24.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date16.09.2024
Redemption amount1'000.00

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