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ZKB Callable Barrier Reverse Convertible on worst of
Zurich Insurance Group AG/UBS Group AG/Roche Holding AG/Novartis - Sandoz Basket/Nestlé AG

ISIN: CH1273443791 Security: 127344379 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.02%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 31.05.2024 05:45:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Zurich Insurance N473.7408.40CHF408.40
(100.00%)
13.79%245.040
(60.00%)
48.27%2.4486
UBS Group AG28.4918.19CHF18.19
(100.00%)
36.15%10.914
(60.00%)
61.69%54.9753
Roche GS231268.425CHF268.43
(100.00%)
-16.20%161.055
(60.00%)
30.28%3.7254
Nestlé N95.56104.34CHF104.34
(100.00%)
-9.19%62.604
(60.00%)
34.49%9.5841

Reference data

ISIN CH1273443791
Security 127344379
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'135.69

Coupon

Coupon (Coupon p.a.)13.57% (9.01% )
Coupon paymentguaranteed
Interest portion p.a.1.87%
Premium portion p.a.7.14%
Coupon date29.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date18.07.2023
Payment day25.07.2023
First trading day25.07.2023
Last trading day20.01.2025
Final fixing day20.01.2025
Redemption date27.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term232
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 -13.94%

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 Return1.87%
Cash value of fixed income investment upon issue97.25%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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