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ZKB Barrier Reverse Convertible on worst of
Logitech International SA/Zurich Insurance Group AG/ABB Ltd

ISIN: CH1273452180 Security: 127345218 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.89%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 02.07.2024 05:45:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Logitech Intl N85.0659.52CHF59.52
(100.00%)
30.03%41.069
(69.00%)
51.72%16.8011
Zurich Insurance N476.8414.65CHF414.65
(100.00%)
13.03%286.109
(69.00%)
39.99%2.4117
ABB N49.7833.725CHF33.73
(100.00%)
32.25%23.270
(69.00%)
53.25%29.6516

Reference data

ISIN CH1273452180
Security 127345218
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'082.37

Coupon

Coupon (Coupon p.a.)8.24% (8.21% )
Coupon paymentguaranteed
Interest portion p.a.1.86%
Premium portion p.a.6.35%
Coupon date19.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date11.08.2023
Payment day18.08.2023
First trading day18.08.2023
Last trading day12.08.2024
Final fixing day12.08.2024
Redemption date19.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term40
Issue amount50'000.00

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 14.99%

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 Return1.86%
Cash value of fixed income investment upon issue98.17%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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