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ZKB Callable Barrier Reverse Convertible on worst of
Adobe Inc/Intel Corp/Amazon.com Inc

ISIN: CH1273473632 Security: 127347363 Symbol: n.a. Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Adobe Systems A458.48542.0077USD542.01
(100.00%)
10.63%325.205
(60.00%)
46.38%1.8450
Intel A30.5733.6374USD33.64
(100.00%)
31.48%20.182
(60.00%)
58.89%29.7288
Amazon.Com A186.44127.5575USD127.56
(100.00%)
18.69%76.535
(60.00%)
51.21%7.8396

Reference data

ISIN CH1273473632
Security 127347363
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'166.21

Coupon

Coupon (Coupon p.a.)16.62% (16.62% )
Coupon paymentguaranteed
Interest portion p.a.5.45%
Premium portion p.a.11.17%
Coupon date31.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date24.10.2023
Payment day31.10.2023
First trading day31.10.2023
Last trading day24.10.2024
Final fixing day24.10.2024
Redemption date31.10.2024
Redemption typephysical delivery or cash settlement
Early redemption24.01.2024
Residual term135
Issue amount21'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 11.90%

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 Return5.45%
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 date31.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date24.01.2024
Redemption amount1'000.00

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