Inhaltsseite: Home

ZKB Barrier Reverse Convertible on worst of
Logitech International SA/Adecco Group AG/Zurich Insurance Group AG

ISIN: CH1273472816 Security: 127347281 Symbol: n.a. Life cycle
Secondary market

Bid Price 85.44%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 75'000.00

Volume n.a.

Date/time (realtime) 20.12.2024 05:40:44

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Logitech Intl N73.1862.55CHF62.55
(100.00%)
14.53%40.658
(65.00%)
44.44%15.9872
Adecco N21.9234.11CHF34.11
(100.00%)
-55.61%22.172
(65.00%)
-1.15%29.3169
Zurich Insurance N533420.20CHF420.20
(100.00%)
21.16%273.130
(65.00%)
48.76%2.3798

Reference data

ISIN CH1273472816
Security 127347281
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'117.61

Coupon

Coupon (Coupon p.a.)11.76% (10.01% )
Coupon paymentguaranteed
Interest portion p.a.1.69%
Premium portion p.a.8.32%
Coupon date30.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date20.10.2023
Payment day27.10.2023
First trading day27.10.2023
Last trading day23.12.2024
Final fixing day23.12.2024
Redemption date30.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
Issue amount75'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -35.74%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.69%
Cash value of fixed income investment upon issue98.05%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date30.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading