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ZKB Barrier Reverse Convertible auf
L'Oréal S.A.

ISIN: CH1273463336 Security: 127346333 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.71%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 24.05.2024 05:45:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
L'Oréal A447.35405.90EUR405.90
(100.00%)
9.27%223.245
(55.00%)
50.10%2.4637

Reference data

ISIN CH1273463336
Security 127346333
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'044.89

Coupon

Coupon (Coupon p.a.)4.49% (4.14% )
Coupon paymentguaranteed
Interest portion p.a.3.95%
Premium portion p.a.0.19%
Coupon date25.09.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date18.09.2023
Payment day25.09.2023
First trading day25.09.2023
Last trading day18.10.2024
Final fixing day18.10.2024
Redemption date25.10.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term145
Issue amount200'000.00

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 10.21%

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 Return3.95%
Cash value of fixed income investment upon issue95.88%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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