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ZKB Barrier Reverse Convertible on worst of
Swiss Life Holding AG/Lonza Group AG/Givaudan AG

ISIN: CH1273441639 Security: 127344163 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.87%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 23.05.2024 10:47:48

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Swiss Life N620.4525.40CHF525.40
(100.00%)
15.26%367.780
(70.00%)
40.68%n.a.
Lonza Grp N512531.40CHF531.40
(100.00%)
-4.57%371.980
(70.00%)
26.80%n.a.
Givaudan N42063'001.50CHF3'001.50
(100.00%)
28.38%2'101.050
(70.00%)
49.87%n.a.

Reference data

ISIN CH1273441639
Security 127344163
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 5'000.00
Barrier level observation at maturity
Maximum repayment 5'759.16

Coupon

Coupon (Coupon p.a.)15.18% (10.53% )
Coupon paymentguaranteed
Interest portion p.a.5.09%
Premium portion p.a.5.44%
Coupon date27.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date12.07.2023
Payment day18.07.2023
First trading day18.07.2023
Last trading day20.12.2024
Final fixing day20.12.2024
Redemption date27.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term210
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 5'000.00
Performance of underlying since issue -4.37%

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 Return5.09%
Cash value of fixed income investment upon issue93.10%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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