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ZKB Barrier Reverse Convertible on worst of
Snowflake Inc/Vivendi SA/Telecom Italia SPA/Roche Holding AG/NVIDIA Corp

ISIN: CH1273457320 Security: 127345732 Symbol: n.a. Life cycle
Secondary market

Bid Price 104.82%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 08.05.2024 05:45:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Snowflake N -A-155.87147.5658USD147.57
(100.00%)
7.13%81.161
(55.00%)
48.92%n.a.
Vivendi A9.9468.205EUR8.21
(100.00%)
17.70%4.513
(55.00%)
54.74%n.a.
Telecom Italia A0.22510.2754EUR0.28
(100.00%)
-22.68%0.151
(55.00%)
32.53%n.a.
Roche GS222.3259.55CHF259.55
(100.00%)
-16.76%142.753
(55.00%)
35.78%n.a.
NVIDIA A887.47475.2234USD475.22
(100.00%)
47.13%261.373
(55.00%)
70.92%n.a.

Reference data

ISIN CH1273457320
Security 127345732
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'143.43

Coupon

Coupon (Coupon p.a.)14.34% (14.26% )
Coupon paymentguaranteed
Interest portion p.a.1.86%
Premium portion p.a.12.40%
Coupon date03.09.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date25.08.2023
Payment day01.09.2023
First trading day01.09.2023
Last trading day26.08.2024
Final fixing day26.08.2024
Redemption date03.09.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term108
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -18.49%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.86%
Cash value of fixed income investment upon issue98.17%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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