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ZKB Barrier Reverse Convertible on worst of
BASF SE/Infineon Technologies AG/SAP SE/Merck KGaA

ISIN: CH1273447255 Security: 127344725 Symbol: n.a. Life cycle
Secondary market

Bid Price 106.70%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 40'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 09:30:11

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
BASF N44.8247.8925EUR47.89
(100.00%)
-8.09%28.736
(60.00%)
35.15%20.8801
Infineon Technolog N34.2138.735EUR38.74
(100.00%)
-14.96%23.241
(60.00%)
31.03%25.8164
SAP A183.62123.03EUR123.03
(100.00%)
32.10%73.818
(60.00%)
59.26%8.1281
Merck A150160.625EUR160.63
(100.00%)
-7.73%96.375
(60.00%)
35.36%6.2257

Reference data

ISIN CH1273447255
Security 127344725
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'150.23

Coupon

Coupon (Coupon p.a.)15.02% (14.94% )
Coupon paymentguaranteed
Interest portion p.a.3.85%
Premium portion p.a.11.09%
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 term6
Issue amount40'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -13.01%

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 Return3.85%
Cash value of fixed income investment upon issue96.27%
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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