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ZKB Barrier Reverse Convertible on worst of
Swiss Re AG/Logitech International SA/Holcim Ltd/ABB Ltd

ISIN: CH1273452859 Security: 127345285 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.42%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 40'000.00

Volume n.a.

Date/time (realtime) 17.06.2024 03:55:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Swiss Re N110.185.88CHF85.88
(100.00%)
21.86%60.116
(70.00%)
45.30%116.4415
Logitech Intl N87.859.12CHF59.12
(100.00%)
32.70%41.384
(70.00%)
52.89%169.1475
Holcim N80.4659.95CHF59.95
(100.00%)
25.42%41.965
(70.00%)
47.79%166.8057
ABB N50.2833.78CHF33.78
(100.00%)
32.84%23.646
(70.00%)
52.99%296.0332

Reference data

ISIN CH1273452859
Security 127345285
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 11'479.34

Coupon

Coupon (Coupon p.a.)14.79% (14.79% )
Coupon paymentguaranteed
Interest portion p.a.1.87%
Premium portion p.a.12.93%
Coupon date21.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date14.08.2023
Payment day21.08.2023
First trading day21.08.2023
Last trading day14.08.2024
Final fixing day14.08.2024
Redemption date21.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term57
Issue amount40'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 10'000.00
Performance of underlying since issue 27.97%

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 Return1.87%
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 date21.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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