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ZKB Barrier Reverse Convertible on worst of
Unilever NV/Henkel AG & Co. KGaA

ISIN: CH1273454178 Security: 127345417 Symbol: n.a. Life cycle
Secondary market

Bid Price 104.05%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 05:45:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Unilever PLC N50.4247.15EUR47.15
(100.00%)
6.49%32.062
(68.00%)
36.41%424.1782
Henkel VA83.9871.86EUR71.86
(100.00%)
14.43%48.865
(68.00%)
41.81%278.3190

Reference data

ISIN CH1273454178
Security 127345417
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 20'000.00
Barrier level observation continuous
Maximum repayment 21'238.88

Coupon

Coupon (Coupon p.a.)6.19% (6.16% )
Coupon paymentguaranteed
Interest portion p.a.3.90%
Premium portion p.a.2.26%
Coupon date26.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date17.08.2023
Payment day24.08.2023
First trading day24.08.2023
Last trading day19.08.2024
Final fixing day19.08.2024
Redemption date26.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term91
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 20'000.00
Performance of underlying since issue 6.94%

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 Return3.90%
Cash value of fixed income investment upon issue96.23%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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