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ZKB Barrier Reverse Convertible on worst of
Chevron Corporation/Nike Inc/AT&T Inc

ISIN: CH1273456421 Security: 127345642 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
Chevron161.59158.2750USD158.27
(100.00%)
-11.27%93.382
(59.00%)
34.35%6.3181
Nike A -B-90.96597.6818USD97.68
(100.00%)
4.03%57.632
(59.00%)
43.38%10.2373
AT&T A17.4514.2540USD14.25
(100.00%)
14.49%8.410
(59.00%)
49.55%70.1555

Reference data

ISIN CH1273456421
Security 127345642
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'133.02

Coupon

Coupon (Coupon p.a.)13.30% (13.05% )
Coupon paymentguaranteed
Interest portion p.a.5.46%
Premium portion p.a.7.60%
Coupon date05.09.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date23.08.2023
Payment day30.08.2023
First trading day30.08.2023
Last trading day28.08.2024
Final fixing day28.08.2024
Redemption date05.09.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term99
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -10.13%

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 Return5.46%
Cash value of fixed income investment upon issue94.73%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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