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ZKB Callable Barrier Reverse Convertible on worst of
Givaudan AG/Julius Baer Gruppe AG/ABB Ltd/Roche Holding AG

ISIN: CH1273465570 Security: 127346557 Symbol: n.a. Life cycle
redeemed

Bid Price 101.75%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 19.12.2024 05:45:34

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Givaudan N39172'960.50CHF2'960.50
(100.00%)
24.23%1'480.250
(50.00%)
62.11%1.6889
Julius Baer Grp N57.6258.84CHF58.84
(100.00%)
-2.44%29.420
(50.00%)
48.78%84.9762
ABB N48.8632.19CHF32.19
(100.00%)
33.94%16.095
(50.00%)
66.97%155.3277
Roche GS247.4248.45CHF248.45
(100.00%)
-0.71%124.225
(50.00%)
49.65%20.1248

Reference data

ISIN CH1273465570
Security 127346557
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'525.00

Coupon

Coupon (Coupon p.a.)10.50% (7.00% )
Coupon paymentguaranteed
Interest portion p.a.1.78%
Premium portion p.a.5.22%
Coupon date03.01.2025
Day count convention30/360 (German), modified following
Accrued coupon1.56%

Life cycle

Issue price100.00%
Initial fixing date26.09.2023
Payment day03.10.2023
First trading day03.10.2023
Last trading day26.03.2025
Final fixing day26.03.2025
Redemption date03.04.2025
Redemption typephysical delivery or cash settlement
Early redemption19.12.2024
Residual term93
Issue amount50'000.00

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 -2.38%

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 Return1.78%
Cash value of fixed income investment upon issue97.39%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date19.12.2024
Redemption amount5'000.00

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