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ZKB Barrier Reverse Convertible on worst of
Swiss Life Holding AG/Swiss Re AG/Zurich Insurance Group AG

ISIN: CH1273442785 Security: 127344278 Symbol: n.a. Life cycle
Secondary market

Bid Price 106.74%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 240'000.00

Volume n.a.

Date/time (realtime) 20.06.2024 10:15:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Swiss Life N651.4527.40CHF527.40
(100.00%)
19.21%369.180
(70.00%)
43.45%1.8961
Swiss Re N112.3590.08CHF90.08
(100.00%)
20.53%63.056
(70.00%)
44.37%11.1012
Zurich Insurance N484409.10CHF409.10
(100.00%)
15.61%286.370
(70.00%)
40.93%2.4444

Reference data

ISIN CH1273442785
Security 127344278
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'078.60

Coupon

Coupon (Coupon p.a.)7.86% (7.84% )
Coupon paymentguaranteed
Interest portion p.a.1.92%
Premium portion p.a.5.91%
Coupon date22.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date14.07.2023
Payment day21.07.2023
First trading day21.07.2023
Last trading day15.07.2024
Final fixing day15.07.2024
Redemption date22.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term24
Issue amount280'000.00

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 18.50%

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 marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.92%
Cash value of fixed income investment upon issue98.11%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date22.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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