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ZKB Barrier Reverse Convertible on worst of
Johnson & Johnson/Pfizer Inc/Merck & Co Inc/Metlife Inc

ISIN: CH1273459078 Security: 127345907 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
Johnson & Johnson An.v162.905USD162.91
(100.00%)
1.78%97.743
(60.00%)
41.07%6.1385
Pfizer Incn.v35.895USD35.90
(100.00%)
-23.73%21.537
(60.00%)
25.76%27.8590
Merck An.v109.865USD109.87
(100.00%)
7.25%65.919
(60.00%)
44.35%9.1021
Metlife An.v63.045USD63.05
(100.00%)
18.63%37.827
(60.00%)
51.18%15.8617

Reference data

ISIN CH1273459078
Security 127345907
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'124.78

Coupon

Coupon (Coupon p.a.)12.48% (12.44% )
Coupon paymentguaranteed
Interest portion p.a.5.44%
Premium portion p.a.7.01%
Coupon daten.a.
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date31.08.2023
Payment day08.09.2023
First trading day08.09.2023
Last trading day30.08.2024
Final fixing day30.08.2024
Redemption date09.09.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
Issue amount30'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -19.18%

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 Return5.44%
Cash value of fixed income investment upon issue94.83%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date09.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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