Inhaltsseite: Home

ZKB Barrier Reverse Convertible on worst of
ABN AMRO Bank NV/ING Group NV/UBS Group AG

ISIN: CH1273470232 Security: 127347023 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.32%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 750'000.00

Volume n.a.

Date/time (realtime) 14.06.2024 11:00:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ABN AMRO Grp A15.11513.3575EUR13.36
(100.00%)
11.51%8.015
(60.00%)
46.91%n.a.
ING Groep15.3512.762EUR12.76
(100.00%)
16.71%7.657
(60.00%)
50.02%n.a.
UBS Group AG26.8922.61CHF22.61
(100.00%)
15.98%13.566
(60.00%)
49.59%n.a.

Reference data

ISIN CH1273470232
Security 127347023
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'147.84

Coupon

Coupon (Coupon p.a.)14.78% (14.70% )
Coupon paymentguaranteed
Interest portion p.a.3.89%
Premium portion p.a.10.81%
Coupon date21.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date12.10.2023
Payment day19.10.2023
First trading day19.10.2023
Last trading day14.10.2024
Final fixing day14.10.2024
Redemption date21.10.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term121
Issue amount750'000.00

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 13.01%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.89%
Cash value of fixed income investment upon issue96.24%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading