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ZKB Barrier Reverse Convertible on worst of
Bank of America Corp/Goldman Sachs Group Inc/JPMorgan Chase & Co

ISIN: CH1273455183 Security: 127345518 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.21%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 07.06.2024 10:15:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Bank of America A39.86529.155USD29.16
(100.00%)
26.56%17.493
(60.00%)
55.94%171.4972
Goldman Sachs Grp A456326.45USD326.45
(100.00%)
28.74%195.870
(60.00%)
57.24%15.3163
JPMorgan Chase A200.15148.815USD148.82
(100.00%)
24.42%89.289
(60.00%)
54.65%33.5988

Reference data

ISIN CH1273455183
Security 127345518
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'547.58

Coupon

Coupon (Coupon p.a.)10.95% (10.89% )
Coupon paymentguaranteed
Interest portion p.a.5.41%
Premium portion p.a.5.48%
Coupon date26.08.2024
Day count conventionAct/365 (Englisch), 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 day19.08.2024
Final fixing day19.08.2024
Redemption date26.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term72
Issue amount50'000.00

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 32.32%

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 Return5.41%
Cash value of fixed income investment upon issue94.84%
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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