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ZKB Barrier Reverse Convertible on worst of
McDonald's Corp/Coca-Cola Co/Nike Inc

ISIN: CH1273447172 Security: 127344717 Symbol: n.a. Life cycle
Secondary market

Bid Price 105.32%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 26'000.00

Volume n.a.

Date/time (realtime) 26.07.2024 02:20:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
McDonald's A252296.845USD296.85
(100.00%)
-18.05%163.265
(55.00%)
35.07%3.3688
Coca-Cola A67.0563.005USD63.01
(100.00%)
4.64%34.653
(55.00%)
47.55%15.8718
Nike A -B-72.56109.24USD109.24
(100.00%)
-52.98%60.082
(55.00%)
15.86%9.1542

Reference data

ISIN CH1273447172
Security 127344717
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'117.51

Coupon

Coupon (Coupon p.a.)11.75% (11.69% )
Coupon paymentguaranteed
Interest portion p.a.5.47%
Premium portion p.a.6.21%
Coupon date06.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.07.2023
Payment day04.08.2023
First trading day04.08.2023
Last trading day29.07.2024
Final fixing day29.07.2024
Redemption date06.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
Issue amount26'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -34.63%

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 Return5.47%
Cash value of fixed income investment upon issue94.78%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date06.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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