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

ISIN: CH1273474416 Security: 127347441 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.83%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 03.06.2024 01:55:33

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Alphabet A -A-172.51122.5528USD75.98 (62.00%)55.95%n.a.
NVIDIA A1095.95407.6480USD252.74 (62.00%)76.94%n.a.
Amazon.Com A176.445119.0305USD73.80 (62.00%)58.17%n.a.
Tesla Motors A178.1208.1003USD129.02 (62.00%)27.56%n.a.
Microsoft N415.605335.8575USD208.23 (62.00%)49.90%n.a.

Reference data

ISIN CH1273474416
Security 127347441
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)GOOGL + 12.00%
Coupon paymentguaranteed
Interest portion p.a.GOOGL
Premium portion p.a.12.000%
Coupon date02.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date26.10.2023
Payment day01.11.2023
First trading day01.11.2023
Last trading day28.10.2024
Final fixing day28.10.2024
Redemption date01.11.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term146
Issue amount50'000.00

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 -14.42%

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 Return1.67%
Cash value of fixed income investment upon issue98.35%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date01.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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