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

ISIN: CH1273457452 Security: 127345745 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.76%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 15'000.00

Volume n.a.

Date/time (realtime) 31.05.2024 05:45:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Amazon.Com A176.445132.1602USD132.16
(100.00%)
24.38%85.904
(65.00%)
50.85%n.a.
Microsoft N415.605320.3925USD320.39
(100.00%)
21.03%208.255
(65.00%)
48.67%n.a.
NVIDIA A1095.95474.0201USD474.02
(100.00%)
56.45%308.113
(65.00%)
71.69%n.a.

Reference data

ISIN CH1273457452
Security 127345745
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'102.12

Coupon

Coupon (Coupon p.a.)10.21% (10.10% )
Coupon paymentguaranteed
Interest portion p.a.1.88%
Premium portion p.a.8.22%
Coupon date04.09.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date25.08.2023
Payment day01.09.2023
First trading day01.09.2023
Last trading day27.08.2024
Final fixing day27.08.2024
Redemption date04.09.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term86
Issue amount15'000.00

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 26.63%

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 Return1.88%
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 date04.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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