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ZKB Autocallable Reverse Convertible on worst of
thyssenkrupp AG/Volkswagen AG

ISIN: CH1273474697 Security: 127347469 Symbol: n.a. Life cycle
Secondary market

Bid Price 96.51%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 10'000'000.00

Volume n.a.

Date/time (realtime) 10.05.2024 05:40:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
ThyssenKrupp A4.8596.332EUR4.12 (65.00%)15.30%242.9661
Volkswagen VA116.9599.97EUR64.98 (65.00%)44.44%15.3892

Reference data

ISIN CH1273474697
Security 127347469
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)TKA + 11.19%
Coupon paymentguaranteed
Interest portion p.a.TKA
Premium portion p.a.11.190%
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 day02.11.2023
First trading day02.11.2023
Last trading day28.04.2025
Final fixing day28.04.2025
Redemption date06.05.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term350
Issue amount10'000'000.00

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 -23.26%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.62%
Cash value of fixed income investment upon issue94.77%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date06.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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