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ZKB Barrier Reverse Convertible on worst of
Givaudan AG/Roche Holding AG

ISIN: CH1273452438 Security: 127345243 Symbol: n.a. Life cycle
Secondary market

Bid Price 104.80%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 09.07.2024 05:40:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Givaudan N43722'865.00CHF2'865.00
(100.00%)
34.47%2'005.500
(70.00%)
54.13%6.9808
Roche GS244.6265.475CHF265.48
(100.00%)
-8.53%185.833
(70.00%)
24.03%75.3367

Reference data

ISIN CH1273452438
Security 127345243
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 20'000.00
Barrier level observation continuous
Maximum repayment 21'204.00

Coupon

Coupon (Coupon p.a.)6.02% (6.00% )
Coupon paymentguaranteed
Interest portion p.a.1.88%
Premium portion p.a.4.13%
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 term33
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 20'000.00
Performance of underlying since issue -7.86%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

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 Return1.88%
Cash value of fixed income investment upon issue98.15%
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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