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ZKB Barrier Reverse Convertible on worst of
ABB Ltd/Bucher Industries AG/Sulzer AG

ISIN: CH1273445762 Security: 127344576 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.32%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 05.06.2024 04:50:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ABB N50.2235.01CHF35.01
(100.00%)
30.04%24.507
(70.00%)
51.03%142.8163
Bucher Industries N368400.10CHF400.10
(100.00%)
-8.87%280.070
(70.00%)
23.79%12.4969
Sulzer N120.281.375CHF81.38
(100.00%)
32.19%56.963
(70.00%)
52.53%61.4439

Reference data

ISIN CH1273445762
Security 127344576
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'357.32

Coupon

Coupon (Coupon p.a.)7.15% (7.13% )
Coupon paymentguaranteed
Interest portion p.a.1.91%
Premium portion p.a.5.22%
Coupon date02.08.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date25.07.2023
Payment day02.08.2023
First trading day02.08.2023
Last trading day25.07.2024
Final fixing day25.07.2024
Redemption date02.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term49
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -8.15%

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 Return1.91%
Cash value of fixed income investment upon issue98.12%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date02.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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