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6.61% p.a. ZKB Callable Barrier Reverse Convertible, 14.07.2025 on worst of ROG SE/GIVN SE/HOLN SE
Roche Holding AG/Holcim Ltd/Givaudan AG

ISIN: CH1273439914 Security: 127343991 Symbol: n.a. Life cycle
redeemed

Bid Price 100.30%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 60'000.00

Volume n.a.

Date/time (realtime) 08.07.2024 05:40:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Roche GS278.3273.30CHF273.30
(100.00%)
-12.15%163.980
(60.00%)
32.71%18.2949
Holcim N83.757.53CHF57.53
(100.00%)
29.64%34.518
(60.00%)
57.78%86.9112
Givaudan N42762'951.00CHF2'951.00
(100.00%)
31.45%1'770.600
(60.00%)
58.87%1.6943

Reference data

ISIN CH1273439914
Security 127343991
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation at maturity
Maximum repayment 5'662.27

Coupon

Coupon (Coupon p.a.)13.25% (6.61% )
Coupon paymentguaranteed
Interest portion p.a.1.96%
Premium portion p.a.4.66%
Coupon date14.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date06.07.2023
Payment day13.07.2023
First trading day13.07.2023
Last trading day07.07.2025
Final fixing day07.07.2025
Redemption date14.07.2025
Redemption typephysical delivery or cash settlement
Early redemption08.07.2024
Residual term349
Issue amount60'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -10.83%

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 Return1.96%
Cash value of fixed income investment upon issue96.19%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date14.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date08.07.2024
Redemption amount5'000.00

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