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ZKB Barrier Reverse Convertible on worst of
Moët Hennessy Louis Vuitton SE/Morphosys AG/LANXESS AG

ISIN: CH1273472576 Security: 127347257 Symbol: n.a. Life cycle
Secondary market

Bid Price 105.16%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

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

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
LVMH A789674.10EUR674.10
(100.00%)
14.44%404.460
(60.00%)
48.67%n.a.
Morphosys A6725.205EUR25.21
(100.00%)
62.24%15.123
(60.00%)
77.34%n.a.
LANXESS A27.9220.995EUR21.00
(100.00%)
23.71%12.597
(60.00%)
54.23%n.a.

Reference data

ISIN CH1273472576
Security 127347257
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'366.35

Coupon

Coupon (Coupon p.a.)36.64% (18.29% )
Coupon paymentguaranteed
Interest portion p.a.1.63%
Premium portion p.a.16.66%
Coupon date27.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date19.10.2023
Payment day26.10.2023
First trading day26.10.2023
Last trading day20.10.2025
Final fixing day20.10.2025
Redemption date27.10.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term527
Issue amount20'000.00

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 16.88%

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 Return1.63%
Cash value of fixed income investment upon issue96.81%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.10.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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