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ZKB Barrier Reverse Convertible on worst of
Merck KGaA/Symrise AG/Deutsche Post AG

ISIN: CH1273442082 Security: 127344208 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.03%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 20.05.2024 08:00:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Merck A166.55149.60EUR134.64
(90.00%)
19.47%97.240
(65.00%)
41.84%7.4272
Symrise A103.0596.80EUR87.12
(90.00%)
14.92%62.920
(65.00%)
38.55%11.4784
Deutsche Post N39.8845.64EUR41.08
(90.00%)
-2.77%29.666
(65.00%)
25.78%24.3451

Reference data

ISIN CH1273442082
Security 127344208
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'100.81

Coupon

Coupon (Coupon p.a.)10.08% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.3.90%
Premium portion p.a.6.10%
Coupon date22.07.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date13.07.2023
Payment day20.07.2023
First trading day20.07.2023
Last trading day15.07.2024
Final fixing day15.07.2024
Redemption date22.07.2024
Redemption typephysical delivery or cash 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 -12.42%

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 Return3.90%
Cash value of fixed income investment upon issue96.22%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date22.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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