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ZKB Barrier Reverse Convertible on worst of
AngloGold Ashanti Ltd/Newmont Goldcorp Corporation/Barrick Gold Corp

ISIN: CH1273465604 Security: 127346560 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.56%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 60'000.00

Volume n.a.

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

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
AngloGold Ashanti ADR24.0418.0447USD18.04
(100.00%)
23.59%11.729
(65.00%)
50.33%55.4180
Newmont Goldcorp A42.8440.2319USD40.23
(100.00%)
3.31%26.151
(65.00%)
37.15%24.8559
Barrick Gold A17.0315.5015USD15.50
(100.00%)
7.56%10.076
(65.00%)
39.92%64.5098

Reference data

ISIN CH1273465604
Security 127346560
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'158.15

Coupon

Coupon (Coupon p.a.)15.81% (15.77% )
Coupon paymentguaranteed
Interest portion p.a.5.52%
Premium portion p.a.10.25%
Coupon date03.10.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date26.09.2023
Payment day03.10.2023
First trading day03.10.2023
Last trading day26.09.2024
Final fixing day26.09.2024
Redemption date03.10.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term138
Issue amount60'000.00

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 3.43%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return5.52%
Cash value of fixed income investment upon issue94.75%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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