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ZKB Barrier Reverse Convertible on worst of
Barry Callebaut AG/Swiss Re AG/Novartis - Sandoz Basket

ISIN: CH1273440789 Security: 127344078 Symbol: n.a. Life cycle
Secondary market

Bid Price 94.25%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 75'000.00

Volume n.a.

Date/time (realtime) 31.05.2024 05:45:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Barry Callebaut N15661'677.00CHF1'677.00
(100.00%)
-7.09%Hitn.v2.9815
Swiss Re N114.789.56CHF89.56
(100.00%)
21.92%n.v.n.v55.8285
NOVN SDZ Basketn.a.85.74CHF85.74
(100.00%)
12.13%n.v.n.v58.3158

Reference data

ISIN CH1273440789
Security 127344078
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'769.92

Coupon

Coupon (Coupon p.a.)15.40% (11.20% )
Coupon paymentguaranteed
Interest portion p.a.2.03%
Premium portion p.a.9.17%
Coupon date02.09.2024
Day count convention30/360 (German), 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 day25.11.2024
Final fixing day25.11.2024
Redemption date02.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term175
Issue amount75'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -6.62%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return2.03%
Cash value of fixed income investment upon issue97.28%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date02.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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