Inhaltsseite: Home

ZKB Barrier Reverse Convertible on worst of
Compagnie Financière Richemont SA/Lonza Group AG/Roche Holding AG

ISIN: CH1273466859 Security: 127346685 Symbol: n.a. Life cycle
Secondary market

Bid Price 107.58%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 25'000.00

Volume n.a.

Date/time (realtime) 31.05.2024 05:45:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Cie Fin Richemont N144.05113.45CHF113.45
(100.00%)
21.24%62.398
(55.00%)
56.68%n.a.
Lonza Grp N486.4429.75CHF429.75
(100.00%)
11.65%236.363
(55.00%)
51.41%n.a.
Roche GS231250.975CHF250.98
(100.00%)
-8.65%138.036
(55.00%)
40.24%n.a.

Reference data

ISIN CH1273466859
Security 127346685
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'148.24

Coupon

Coupon (Coupon p.a.)14.82% (11.59% )
Coupon paymentguaranteed
Interest portion p.a.5.37%
Premium portion p.a.6.21%
Coupon date07.10.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date29.09.2023
Payment day06.10.2023
First trading day06.10.2023
Last trading day08.01.2025
Final fixing day08.01.2025
Redemption date15.01.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term220
Issue amount25'000.00

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 -7.96%

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 Return5.37%
Cash value of fixed income investment upon issue93.52%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date15.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading