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ZKB Barrier Reverse Convertible on worst of
Air Liquide SA/Volkswagen AG/Hermes International SA

ISIN: CH1273452131 Security: 127345213 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.94%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 21.05.2024 05:20:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Air Liquide A184.1162.11EUR162.11
(100.00%)
12.01%111.856
(69.00%)
39.29%30.8433
Volkswagen VA119.25117.84EUR117.84
(100.00%)
1.27%81.310
(69.00%)
31.87%42.4304
Hermes Int A22821'941.3923EUR1'941.39
(100.00%)
14.96%1'339.561
(69.00%)
41.32%2.5755

Reference data

ISIN CH1273452131
Security 127345213
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 5'000.00
Barrier level observation at maturity
Maximum repayment 5'541.27

Coupon

Coupon (Coupon p.a.)10.83% (10.80% )
Coupon paymentguaranteed
Interest portion p.a.3.83%
Premium portion p.a.6.97%
Coupon date19.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date11.08.2023
Payment day18.08.2023
First trading day18.08.2023
Last trading day12.08.2024
Final fixing day12.08.2024
Redemption date19.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term82
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 5'000.00
Performance of underlying since issue 1.28%

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 Return3.83%
Cash value of fixed income investment upon issue96.30%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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