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ZKB Barrier Reverse Convertible on worst of
UBS Group AG/Allianz SE/Zurich Insurance Group AG

ISIN: CH1273459516 Security: 127345951 Symbol: n.a. Life cycle
Secondary market

Bid Price 109.05%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 210'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 05:20:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
UBS Group AG27.3223.515CHF23.52
(100.00%)
13.93%15.755
(67.00%)
42.33%n.a.
Allianz N262.3223.85EUR223.85
(100.00%)
14.66%149.980
(67.00%)
42.82%n.a.
Zurich Insurance N473.9415.25CHF415.25
(100.00%)
12.38%278.218
(67.00%)
41.29%n.a.

Reference data

ISIN CH1273459516
Security 127345951
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'106.32

Coupon

Coupon (Coupon p.a.)10.63% (10.63% )
Coupon paymentguaranteed
Interest portion p.a.3.80%
Premium portion p.a.6.83%
Coupon date11.09.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date04.09.2023
Payment day11.09.2023
First trading day11.09.2023
Last trading day04.09.2024
Final fixing day04.09.2024
Redemption date11.09.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term43
Issue amount250'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue 14.12%

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 Return3.80%
Cash value of fixed income investment upon issue96.34%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date11.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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