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ZKB Barrier Reverse Convertible on worst of
Amazon.com Inc/Alphabet Inc/Microsoft Corp

ISIN: CH1273469861 Security: 127346986 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.82%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 03.06.2024 01:15:11

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Amazon.Com A176.445130.72USD130.72
(100.00%)
25.91%84.968
(65.00%)
51.84%76.4994
Alphabet A -C-173.93140.835USD140.84
(100.00%)
19.03%91.543
(65.00%)
47.37%71.0051
Microsoft N415.605331.90USD331.90
(100.00%)
20.14%215.735
(65.00%)
48.09%30.1296

Reference data

ISIN CH1273469861
Security 127346986
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 11'423.41

Coupon

Coupon (Coupon p.a.)14.23% (14.20% )
Coupon paymentguaranteed
Interest portion p.a.5.44%
Premium portion p.a.8.75%
Coupon date18.10.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date11.10.2023
Payment day18.10.2023
First trading day18.10.2023
Last trading day10.10.2024
Final fixing day10.10.2024
Redemption date18.10.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term128
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 10'000.00
Performance of underlying since issue 23.50%

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 Return5.44%
Cash value of fixed income investment upon issue94.83%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date18.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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