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ZKB Callable Barrier Reverse Convertible on worst of
Nestlé AG/Holcim Ltd/Swiss Re AG

ISIN: CH1273455100 Security: 127345510 Symbol: n.a. Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N91.72102.86CHF102.86
(100.00%)
-6.46%60.687
(59.00%)
37.19%97.2195
Holcim N79.6259.02CHF59.02
(100.00%)
24.80%34.822
(59.00%)
55.63%169.4341
Swiss Re N111.583.42CHF83.42
(100.00%)
24.23%49.218
(59.00%)
55.30%119.8753

Reference data

ISIN CH1273455100
Security 127345510
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 11'008.88

Coupon

Coupon (Coupon p.a.)10.09% (8.07% )
Coupon paymentguaranteed
Interest portion p.a.1.88%
Premium portion p.a.6.19%
Coupon date26.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date18.08.2023
Payment day25.08.2023
First trading day25.08.2023
Last trading day18.11.2024
Final fixing day18.11.2024
Redemption date25.11.2024
Redemption typephysical delivery or cash settlement
Early redemption17.05.2024
Residual term141
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 10'000.00
Performance of underlying since issue -6.07%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.88%
Cash value of fixed income investment upon issue97.70%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date17.05.2024
Redemption amount10'000.00

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