Inhaltsseite: Home

ZKB Barrier Reverse Convertible on worst of
Rio Tinto PLC/Glencore PLC/Unilever NV

ISIN: CH1273466016 Security: 127346601 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.43%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Rio Tinto A49.4550.675GBP50.68
(100.00%)
-2.48%30.405
(60.00%)
38.51%n.a.
Glencore PLC3.814.53GBP4.53
(100.00%)
-18.96%2.718
(60.00%)
28.62%n.a.
Unilever PLC N56.4446.86EUR46.86
(100.00%)
16.97%28.116
(60.00%)
50.18%n.a.

Reference data

ISIN CH1273466016
Security 127346601
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'140.81

Coupon

Coupon (Coupon p.a.)14.08% (9.40% )
Coupon paymentguaranteed
Interest portion p.a.3.77%
Premium portion p.a.5.63%
Coupon date03.04.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.09.2023
Payment day04.10.2023
First trading day04.10.2023
Last trading day27.03.2025
Final fixing day27.03.2025
Redemption date03.04.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term123
Issue amount30'000.00

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 -15.94%

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 Return3.77%
Cash value of fixed income investment upon issue94.61%
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-

Ajax loading