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ZKB Barrier Reverse Convertible on worst of
Sika AG/Clariant AG/ABB Ltd

ISIN: CH1273452974 Security: 127345297 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.70%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 120'000.00

Volume n.a.

Date/time (realtime) 03.06.2024 02:36:36

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Sika N272.5260.90CHF260.90
(100.00%)
4.15%182.630
(70.00%)
32.91%3.8329
Clariant N14.0913.905CHF13.91
(100.00%)
1.45%9.734
(70.00%)
31.02%71.9166
ABB N49.8133.845CHF33.85
(100.00%)
32.07%23.692
(70.00%)
52.45%29.5465

Reference data

ISIN CH1273452974
Security 127345297
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'136.86

Coupon

Coupon (Coupon p.a.)13.69% (8.18% )
Coupon paymentguaranteed
Interest portion p.a.1.87%
Premium portion p.a.6.32%
Coupon date23.07.2024
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 day14.04.2025
Final fixing day14.04.2025
Redemption date23.04.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term314
Issue amount120'000.00

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 1.47%

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 Return1.87%
Cash value of fixed income investment upon issue96.95%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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