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ZKB Autocallable Reverse Convertible on worst of
JPMorgan Chase & Co/Goldman Sachs Group Inc/Citigroup Inc

ISIN: CH1329109107 Security: 132910910 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.94%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 115'000.00

Volume n.a.

Date/time (realtime) 13.05.2024 03:46:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
JPMorgan Chase A199.34183.4611USD128.42 (70.00%)35.39%7.7868
Goldman Sachs Grp A456.93391.4634USD274.02 (70.00%)39.74%3.6493
Citigroup A63.7155.3533USD38.75 (70.00%)39.01%25.8083

Reference data

ISIN CH1329109107
Security 132910910
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)JPM + 7.02%
Coupon paymentguaranteed
Interest portion p.a.JPM
Premium portion p.a.7.020%
Coupon date06.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.02.2024
Payment day05.03.2024
First trading day05.03.2024
Last trading day27.02.2025
Final fixing day27.02.2025
Redemption date06.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term289
Issue amount115'000.00

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 8.34%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return5.15%
Cash value of fixed income investment upon issue95.09%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date06.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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