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ZKB Autocallable Reverse Convertible on worst of
Compagnie Financière Richemont SA/Kering SA/Hermes International SA/Moncler S.p.A./Moët Hennessy Louis Vuitton SE

ISIN: CH1273466784 Security: 127346678 Symbol: n.a. Life cycle
Secondary market

Bid Price 97.42%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 500'000.00

Volume n.a.

Date/time (realtime) 20.05.2024 08:00:02

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Cie Fin Richemont N144.75113.575CHF90.86 (80.00%)37.23%n.a.
Kering N335.9433.125EUR346.50 (80.00%)-4.35%n.a.
Hermes Int A23011'737.6063EUR1'390.09 (80.00%)39.43%n.a.
Moncler S.p.A.63.0255.45EUR44.36 (80.00%)30.95%n.a.
LVMH A779.1730.20EUR584.16 (80.00%)25.41%n.a.

Reference data

ISIN CH1273466784
Security 127346678
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)CFR + 14.60%
Coupon paymentguaranteed
Interest portion p.a.CFR
Premium portion p.a.14.600%
Coupon date08.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date29.09.2023
Payment day06.10.2023
First trading day06.10.2023
Last trading day30.09.2024
Final fixing day30.09.2024
Redemption date07.10.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term132
Issue amount500'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -23.34%

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 Return3.95%
Cash value of fixed income investment upon issue96.19%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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