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ZKB Callable Barrier Reverse Convertible on worst of
Sika AG/Givaudan AG/EMS-CHEMIE HOLDING AG

ISIN: CH1273459946 Security: 127345994 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.37%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 26.07.2024 05:40:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Sika N262242.65CHF242.65
(100.00%)
7.39%143.164
(59.00%)
45.36%20.6058
Givaudan N41962'903.00CHF2'903.00
(100.00%)
30.82%1'712.770
(59.00%)
59.18%1.7224
EMS-CHEM HLDG N725.5662.50CHF662.50
(100.00%)
8.68%390.875
(59.00%)
46.12%7.5472

Reference data

ISIN CH1273459946
Security 127345994
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'871.39

Coupon

Coupon (Coupon p.a.)17.43% (8.71% )
Coupon paymentguaranteed
Interest portion p.a.1.77%
Premium portion p.a.6.95%
Coupon date12.09.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date05.09.2023
Payment day12.09.2023
First trading day12.09.2023
Last trading day05.09.2025
Final fixing day05.09.2025
Redemption date12.09.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term404
Issue amount50'000.00

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 7.97%

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 Return1.77%
Cash value of fixed income investment upon issue96.56%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.09.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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