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ZKB Barrier Reverse Convertible on worst of
VAT Group AG/Partners Group Holding AG/The Swatch Group AG

ISIN: CH1273445317 Security: 127344531 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.15%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 20.12.2024 05:40:27

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
VAT Group N341.9356.85CHF356.85
(100.00%)
-4.37%196.268
(55.00%)
42.60%2.8023
Part Grp Hldg N1211970.40CHF970.40
(100.00%)
19.87%533.720
(55.00%)
55.93%1.0305
The Swatch Grp A161.55268.65CHF268.65
(100.00%)
-66.30%147.758
(55.00%)
8.54%3.7223

Reference data

ISIN CH1273445317
Security 127344531
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'164.49

Coupon

Coupon (Coupon p.a.)16.45% (10.97% )
Coupon paymentguaranteed
Interest portion p.a.1.90%
Premium portion p.a.9.06%
Coupon date31.01.2025
Day count convention30/360 (German), modified following
Accrued coupon9.87%

Life cycle

Issue price100.00%
Initial fixing date24.07.2023
Payment day31.07.2023
First trading day31.07.2023
Last trading day24.01.2025
Final fixing day24.01.2025
Redemption date31.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term32
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 -39.87%

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 Return1.90%
Cash value of fixed income investment upon issue97.21%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date31.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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