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ZKB Barrier Reverse Convertible on worst of
Citigroup Inc/Wells Fargo & Co

ISIN: CH1273439591 Security: 127343959 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.26%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 10.05.2024 10:15:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Citigroup A63.5346.635USD46.64
(100.00%)
26.35%23.318
(50.00%)
63.18%n.a.
Wells Fargo A61.8942.97USD42.97
(100.00%)
29.88%21.485
(50.00%)
64.94%n.a.

Reference data

ISIN CH1273439591
Security 127343959
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'078.79

Coupon

Coupon (Coupon p.a.)7.88% (7.88% )
Coupon paymentguaranteed
Interest portion p.a.3.90%
Premium portion p.a.3.98%
Coupon date12.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date05.07.2023
Payment day12.07.2023
First trading day12.07.2023
Last trading day05.07.2024
Final fixing day05.07.2024
Redemption date12.07.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term54
Issue amount100'000.00

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 35.78%

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 Return3.90%
Cash value of fixed income investment upon issue96.25%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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