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ZKB Barrier Reverse Convertible on worst of
Coca-Cola Co/McDonald's Corp/Walmart Inc

ISIN: CH1273440771 Security: 127344077 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.73%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 29.05.2024 12:50:59

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Coca-Cola A61.8259.9461USD59.95
(100.00%)
3.03%35.968
(60.00%)
41.82%n.a.
McDonald's A253.54291.9227USD291.92
(100.00%)
-15.14%175.154
(60.00%)
30.92%n.a.
Wal-Mart Stores A65.0451.4152USD51.42
(100.00%)
20.95%30.849
(60.00%)
52.57%n.a.

Reference data

ISIN CH1273440771
Security 127344077
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'099.88

Coupon

Coupon (Coupon p.a.)9.99% (5.01% )
Coupon paymentguaranteed
Interest portion p.a.2.03%
Premium portion p.a.2.98%
Coupon date17.07.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date10.07.2023
Payment day17.07.2023
First trading day17.07.2023
Last trading day07.07.2025
Final fixing day07.07.2025
Redemption date14.07.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term403
Issue amount30'000.00

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 -13.15%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

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 Return2.03%
Cash value of fixed income investment upon issue96.07%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date14.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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