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ZKB Barrier Reverse Convertible on worst of
ABB Ltd/Georg Fischer AG/Clariant AG

ISIN: CH1273456207 Security: 127345620 Symbol: n.a. Life cycle
Secondary market

Bid Price 104.88%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 05:40:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ABB N47.4132.775CHF32.78
(100.00%)
30.87%21.304
(65.00%)
55.06%30.5111
Georg Fischer N69.1556.70CHF56.70
(100.00%)
18.00%36.855
(65.00%)
46.70%17.6367
Clariant N14.4213.645CHF13.65
(100.00%)
5.37%8.869
(65.00%)
38.49%73.2869

Reference data

ISIN CH1273456207
Security 127345620
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'064.58

Coupon

Coupon (Coupon p.a.)6.46% (6.46% )
Coupon paymentguaranteed
Interest portion p.a.1.90%
Premium portion p.a.4.56%
Coupon date29.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date22.08.2023
Payment day29.08.2023
First trading day29.08.2023
Last trading day22.08.2024
Final fixing day22.08.2024
Redemption date29.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term95
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue 5.68%

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 Return1.90%
Cash value of fixed income investment upon issue98.14%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date29.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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