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ZKB Barrier Reverse Convertible on worst of
Swiss Life Holding AG/Swiss Re AG/Zurich Insurance Group AG

ISIN: CH1273458526 Security: 127345852 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.97%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 75'000.00

Volume n.a.

Date/time (realtime) 30.07.2024 10:15:22

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Swiss Life N673.2548.60CHF548.60
(100.00%)
18.07%356.590
(65.00%)
46.75%9.1141
Swiss Re N109.0585.88CHF85.88
(100.00%)
20.74%55.822
(65.00%)
48.48%58.2208
Zurich Insurance N484.3413.55CHF413.55
(100.00%)
14.18%268.808
(65.00%)
44.22%12.0904

Reference data

ISIN CH1273458526
Security 127345852
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'303.89

Coupon

Coupon (Coupon p.a.)6.08% (6.06% )
Coupon paymentguaranteed
Interest portion p.a.1.88%
Premium portion p.a.4.18%
Coupon date05.09.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date29.08.2023
Payment day05.09.2023
First trading day05.09.2023
Last trading day29.08.2024
Final fixing day29.08.2024
Redemption date05.09.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term29
Issue amount75'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue 16.53%

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 Return1.88%
Cash value of fixed income investment upon issue98.15%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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