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ZKB Barrier Reverse Convertible on worst of
Chocoladefabriken Lindt & Spruengli AG/Barry Callebaut AG/Emmi AG

ISIN: CH1273442306 Security: 127344230 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.84%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 23.05.2024 09:31:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Lindt & Sprüngli...1073010'760.00CHF10'760.00
(100.00%)
0.37%7'532.000
(70.00%)
30.26%0.0929
Barry Callebaut N15941'674.00CHF1'674.00
(100.00%)
-5.08%1'171.800
(70.00%)
26.44%0.5974
Emmi N939877.00CHF877.00
(100.00%)
6.40%613.900
(70.00%)
34.48%1.1403

Reference data

ISIN CH1273442306
Security 127344230
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'101.25

Coupon

Coupon (Coupon p.a.)10.13% (6.75% )
Coupon paymentguaranteed
Interest portion p.a.1.94%
Premium portion p.a.4.81%
Coupon date20.01.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date13.07.2023
Payment day20.07.2023
First trading day20.07.2023
Last trading day13.01.2025
Final fixing day13.01.2025
Redemption date20.01.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term234
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 -4.84%

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 Return1.94%
Cash value of fixed income investment upon issue97.16%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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