Inhaltsseite: Home

ZKB Barrier Reverse Convertible on worst of
Chevron Corporation/Schlumberger Ltd/Exxon Mobil Corp

ISIN: CH1273465299 Security: 127346529 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.74%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 29.05.2024 12:20:27

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Chevron159.04166.4713USD166.47
(100.00%)
-4.67%83.236
(50.00%)
47.66%6.0070
Schlumberger A46.5358.7168USD58.72
(100.00%)
-26.19%29.358
(50.00%)
36.90%17.0309
Exxon Mobil A114.86115.2224USD115.22
(100.00%)
-0.32%57.611
(50.00%)
49.84%8.6789

Reference data

ISIN CH1273465299
Security 127346529
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'091.49

Coupon

Coupon (Coupon p.a.)9.15% (9.07% )
Coupon paymentguaranteed
Interest portion p.a.5.53%
Premium portion p.a.3.54%
Coupon date04.10.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date25.09.2023
Payment day02.10.2023
First trading day02.10.2023
Last trading day27.09.2024
Final fixing day27.09.2024
Redemption date04.10.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term120
Issue amount200'000.00

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 -20.76%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return5.53%
Cash value of fixed income investment upon issue94.72%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading