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

ISIN: CH1273444112 Security: 127344411 Symbol: n.a. Life cycle
Secondary market

Bid Price 111.03%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 18.06.2024 03:05:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
EFG International N12.99.64CHF9.64
(100.00%)
25.27%6.266
(65.00%)
51.43%103.7344
Sika N256257.35CHF257.35
(100.00%)
-0.65%167.278
(65.00%)
34.58%3.8858
Zurich Insurance N478.9411.20CHF411.20
(100.00%)
14.08%267.280
(65.00%)
44.15%2.4319
Swiss Re N111.0590.10CHF90.10
(100.00%)
18.72%58.565
(65.00%)
47.17%11.0988
Swiss Life N645.8533.60CHF533.60
(100.00%)
17.32%346.840
(65.00%)
46.26%1.8741

Reference data

ISIN CH1273444112
Security 127344411
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'122.14

Coupon

Coupon (Coupon p.a.)12.21% (12.21% )
Coupon paymentguaranteed
Interest portion p.a.1.88%
Premium portion p.a.10.34%
Coupon date26.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date19.07.2023
Payment day26.07.2023
First trading day26.07.2023
Last trading day19.07.2024
Final fixing day19.07.2024
Redemption date26.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term30
Issue amount100'000.00

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 -0.64%

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 Return1.88%
Cash value of fixed income investment upon issue98.16%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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