Inhaltsseite: Home

ZKB Barrier Reverse Convertible on worst of
Cisco Systems Inc/Zscaler Inc/Palo Alto Networks Inc

ISIN: CH1273454590 Security: 127345459 Symbol: n.a. Life cycle
Secondary market

Bid Price 106.60%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 15.05.2024 05:45:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Cisco Systems A49.6755.295USD55.30
(100.00%)
-12.05%33.177
(60.00%)
32.77%90.4241
Zscaler N181.13138.775USD138.78
(100.00%)
23.78%83.265
(60.00%)
54.27%36.0295
Palo Alto Networks N312.32210.61USD210.61
(100.00%)
31.69%126.366
(60.00%)
59.01%23.7406

Reference data

ISIN CH1273454590
Security 127345459
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 6'028.07

Coupon

Coupon (Coupon p.a.)20.56% (20.39% )
Coupon paymentguaranteed
Interest portion p.a.5.44%
Premium portion p.a.14.96%
Coupon date26.08.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date17.08.2023
Payment day24.08.2023
First trading day24.08.2023
Last trading day19.08.2024
Final fixing day19.08.2024
Redemption date26.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term94
Issue amount30'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 5'000.00
Performance of underlying since issue -10.75%

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 Return5.44%
Cash value of fixed income investment upon issue94.80%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading