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ZKB Barrier Reverse Convertible on worst of
Landis+Gyr Group AG/Ypsomed Holding AG/Barry Callebaut AG

ISIN: CH1273467634 Security: 127346763 Symbol: n.a. Life cycle
Secondary market

Bid Price 104.70%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 10'000.00

Volume n.a.

Date/time (realtime) 22.05.2024 05:40:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Landis+Gyr Group N73.864.675CHF64.68
(100.00%)
12.36%42.039
(65.00%)
43.04%77.3096
Ypsomed Hldg N388255.25CHF255.25
(100.00%)
34.21%165.913
(65.00%)
57.24%19.5886
Barry Callebaut N15931'429.00CHF1'429.00
(100.00%)
10.30%928.850
(65.00%)
41.69%3.4990

Reference data

ISIN CH1273467634
Security 127346763
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'324.23

Coupon

Coupon (Coupon p.a.)6.48% (6.48% )
Coupon paymentguaranteed
Interest portion p.a.1.78%
Premium portion p.a.4.71%
Coupon date10.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date03.10.2023
Payment day10.10.2023
First trading day10.10.2023
Last trading day03.10.2024
Final fixing day03.10.2024
Redemption date10.10.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term133
Issue amount10'000.00

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 11.48%

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 Return1.78%
Cash value of fixed income investment upon issue98.25%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date10.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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