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ZKB Barrier Reverse Convertible on worst of
Kuehne + Nagel International AG/Baloise-Holding AG/Adecco Group AG

ISIN: CH1273453113 Security: 127345311 Symbol: n.a. Life cycle
Secondary market

Bid Price 109.73%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 40'000.00

Volume n.a.

Date/time (realtime) 20.05.2024 08:00:02

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Kühne + Nagel Int N247.8273.65CHF273.65
(100.00%)
-10.43%177.873
(65.00%)
28.22%3.6543
Bâloise-Hldg N149.7135.80CHF135.80
(100.00%)
9.29%88.270
(65.00%)
41.04%7.3638
Adecco N36.1636.99CHF36.99
(100.00%)
-2.30%24.044
(65.00%)
33.51%27.0343

Reference data

ISIN CH1273453113
Security 127345311
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'115.22

Coupon

Coupon (Coupon p.a.)11.52% (11.52% )
Coupon paymentguaranteed
Interest portion p.a.1.88%
Premium portion p.a.9.64%
Coupon date22.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date15.08.2023
Payment day22.08.2023
First trading day22.08.2023
Last trading day15.08.2024
Final fixing day15.08.2024
Redemption date22.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term86
Issue amount40'000.00

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 -9.45%

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 Return1.88%
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 date22.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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