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ZKB Callable Barrier Reverse Convertible on worst of
UBS Group AG/Sika AG/Compagnie Financière Richemont SA

ISIN: CH1273454335 Security: 127345433 Symbol: Z0855Z Life cycle
Secondary market

Bid Price 100.55%

Ask Price 101.25%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 07.06.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
UBS Group AG28.4221.95CHF21.95
(100.00%)
22.87%10.975
(50.00%)
61.44%45.5581
Sika N270.9240.90CHF240.90
(100.00%)
11.11%120.450
(50.00%)
55.55%4.1511
Cie Fin Richemont N150.1122.9236CHF122.92
(100.00%)
18.30%61.462
(50.00%)
59.15%8.1351

Reference data

ISIN CH1273454335
Security 127345433
Symbol Z0855Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'131.25

Coupon

Coupon (Coupon p.a.)13.13% (8.75% )
Coupon paymentguaranteed
Interest portion p.a.1.86%
Premium portion p.a.6.89%
Coupon date28.08.2024
Day count convention30/360 (German), modified following
Accrued coupon0.32%

Life cycle

Issue price100.00%
Initial fixing date24.08.2023
Payment day28.08.2023
First trading day28.08.2023
Last trading day24.02.2025
Final fixing day24.02.2025
Redemption date28.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term260
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue 12.49%

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 Return1.86%
Cash value of fixed income investment upon issue97.27%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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