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ZKB Barrier Reverse Convertible on worst of
Sika AG/Lonza Group AG/Compagnie Financière Richemont SA

ISIN: CH1273453576 Security: 127345357 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.91%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 25'000.00

Volume n.a.

Date/time (realtime) 28.05.2024 05:40:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Sika N276.1259.00CHF259.00
(100.00%)
6.19%142.450
(55.00%)
48.41%n.a.
Lonza Grp N495.2485.45CHF485.45
(100.00%)
1.97%266.998
(55.00%)
46.08%n.a.
Cie Fin Richemont N143.8126.0958CHF126.10
(100.00%)
12.31%69.353
(55.00%)
51.77%n.a.

Reference data

ISIN CH1273453576
Security 127345357
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'663.75

Coupon

Coupon (Coupon p.a.)13.27% (13.27% )
Coupon paymentguaranteed
Interest portion p.a.5.41%
Premium portion p.a.7.86%
Coupon date23.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date16.08.2023
Payment day23.08.2023
First trading day23.08.2023
Last trading day16.08.2024
Final fixing day16.08.2024
Redemption date23.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term78
Issue amount25'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 5'000.00
Performance of underlying since issue 2.01%

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 Return5.42%
Cash value of fixed income investment upon issue94.86%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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