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ZKB Barrier Reverse Convertible on worst of
ON Holding AG/Advanced Micro Devices Inc/Alcoa Corp

ISIN: CH1273463443 Security: 127346344 Symbol: n.a. Life cycle
Secondary market

Bid Price 114.40%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 04:17:44

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
On Holding N37.9429.98USD29.98
(100.00%)
21.15%14.990
(50.00%)
60.57%33.3556
AMD A165.77100.92USD100.92
(100.00%)
39.03%50.460
(50.00%)
69.52%9.9088
Alcoa40.963228.67USD28.67
(100.00%)
29.83%14.335
(50.00%)
64.92%34.8797

Reference data

ISIN CH1273463443
Security 127346344
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'160.36

Coupon

Coupon (Coupon p.a.)16.04% (21.30% )
Coupon paymentguaranteed
Interest portion p.a.5.59%
Premium portion p.a.15.72%
Coupon date26.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date18.09.2023
Payment day25.09.2023
First trading day25.09.2023
Last trading day18.06.2024
Final fixing day18.06.2024
Redemption date26.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term31
Issue amount50'000.00

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 26.82%

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 Return5.59%
Cash value of fixed income investment upon issue95.99%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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