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ZKB Barrier Reverse Convertible on worst of
Amazon.com Inc/Apple Inc/Microsoft Corp

ISIN: CH1273454608 Security: 127345460 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.62%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 400'000.00

Volume n.a.

Date/time (realtime) 20.05.2024 08:00:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Amazon.Com A185135.015USD135.02
(100.00%)
26.90%67.508
(50.00%)
63.45%7.4066
Apple A191.375175.46USD175.46
(100.00%)
7.57%87.730
(50.00%)
53.78%5.6993
Microsoft N424.945319.84USD319.84
(100.00%)
23.89%159.920
(50.00%)
61.94%3.1266

Reference data

ISIN CH1273454608
Security 127345460
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'103.99

Coupon

Coupon (Coupon p.a.)10.40% (10.34% )
Coupon paymentguaranteed
Interest portion p.a.5.44%
Premium portion p.a.4.91%
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 term90
Issue amount400'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 8.18%

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 Return5.44%
Cash value of fixed income investment upon issue94.82%
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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