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ZKB Callable Barrier Reverse Convertible on worst of
Baloise-Holding AG/Zurich Insurance Group AG/Compagnie Financière Richemont SA/Adecco Group AG/Holcim Ltd

ISIN: CH1273466123 Security: 127346612 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.05%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 31.05.2024 12:56:30

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Bâloise-Hldg N154.3132.70CHF132.70
(100.00%)
13.89%106.160
(80.00%)
31.11%7.5358
Zurich Insurance N472.4422.15CHF422.15
(100.00%)
10.50%337.720
(80.00%)
28.40%2.3688
Cie Fin Richemont N142.2109.50CHF109.50
(100.00%)
23.00%87.600
(80.00%)
38.40%9.1324
Adecco N34.2237.335CHF37.34
(100.00%)
-8.91%29.868
(80.00%)
12.87%26.7845
Holcim N79.7858.82CHF58.82
(100.00%)
26.14%47.056
(80.00%)
40.91%17.0010

Reference data

ISIN CH1273466123
Security 127346612
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'175.00

Coupon

Coupon (Coupon p.a.)17.50% (14.00% )
Coupon paymentguaranteed
Interest portion p.a.1.78%
Premium portion p.a.12.22%
Coupon date03.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.09.2023
Payment day03.10.2023
First trading day03.10.2023
Last trading day27.12.2024
Final fixing day27.12.2024
Redemption date03.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term209
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 -8.18%

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 Return1.78%
Cash value of fixed income investment upon issue97.82%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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