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ZKB Barrier Reverse Convertible on worst of
Fresenius SE & Co. KGaA/BASF SE/Bayer AG

ISIN: CH1273454715 Security: 127345471 Symbol: n.a. Life cycle
Secondary market

Bid Price 49.50%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:46

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Fresenius SE C A32.7929.315EUR29.32
(100.00%)
10.60%n.v.n.vn.a.
BASF N42.1145.6125EUR45.61
(100.00%)
-8.32%n.v.n.vn.a.
Bayer N19.51850.965EUR50.97
(100.00%)
-161.12%Hitn.vn.a.

Reference data

ISIN CH1273454715
Security 127345471
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'256.73

Coupon

Coupon (Coupon p.a.)25.67% (12.84% )
Coupon paymentguaranteed
Interest portion p.a.4.86%
Premium portion p.a.7.98%
Coupon date25.08.2025
Day count convention30/360 (German), modified following
Accrued coupon3.17%

Life cycle

Issue price100.00%
Initial fixing date18.08.2023
Payment day25.08.2023
First trading day25.08.2023
Last trading day18.08.2025
Final fixing day18.08.2025
Redemption date25.08.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term269
Issue amount200'000.00

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 -61.70%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.86%
Cash value of fixed income investment upon issue90.95%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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