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ZKB Barrier Reverse Convertible on worst of
Ferrari N.V./Mercedes-Benz Group AG/Dr. Ing. h.c. F. Porsche Aktiengesellschaft

ISIN: CH1273465786 Security: 127346578 Symbol: n.a. Life cycle
Secondary market

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
Ferrari A409.4272.95EUR272.95
(100.00%)
n.a.163.770
(60.00%)
n.a.3.6637
Daimler N51.8565.715EUR65.72
(100.00%)
n.a.39.429
(60.00%)
n.a.15.2172
DIF Porsche A57.2291.16EUR91.16
(100.00%)
n.a.54.696
(60.00%)
n.a.10.9697

Reference data

ISIN CH1273465786
Security 127346578
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'121.34

Coupon

Coupon (Coupon p.a.)12.13% (10.37% )
Coupon paymentguaranteed
Interest portion p.a.3.90%
Premium portion p.a.6.47%
Coupon date29.11.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date26.09.2023
Payment day29.09.2023
First trading day29.09.2023
Last trading day22.11.2024
Final fixing day22.11.2024
Redemption date29.11.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term0
Issue amount65'000.00

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

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.90%
Cash value of fixed income investment upon issue95.62%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date29.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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