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ZKB Barrier Reverse Convertible on worst of
Ferrari N.V./Mercedes-Benz Group AG/Dr. Ing. h.c. F. Porsche Aktiengesellschaft

ISIN: CH1273467626 Security: 127346762 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.72%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 250'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 05:45:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Ferrari A388.1283.10EUR283.10
(100.00%)
27.05%198.170
(70.00%)
48.94%3.5323
Daimler N68.0665.45EUR65.45
(100.00%)
3.83%45.815
(70.00%)
32.68%15.2788
DIF Porsche A82.489.74EUR89.74
(100.00%)
-8.91%62.818
(70.00%)
23.76%11.1433

Reference data

ISIN CH1273467626
Security 127346762
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'151.87

Coupon

Coupon (Coupon p.a.)15.19% (15.15% )
Coupon paymentguaranteed
Interest portion p.a.3.93%
Premium portion p.a.11.21%
Coupon date16.10.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date03.10.2023
Payment day16.10.2023
First trading day16.10.2023
Last trading day09.10.2024
Final fixing day09.10.2024
Redemption date16.10.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term142
Issue amount250'000.00

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 -8.18%

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 marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.93%
Cash value of fixed income investment upon issue96.21%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date16.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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