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ZKB Callable Barrier Reverse Convertible on worst of
Apple Inc/Alphabet Inc

ISIN: CH1273468285 Security: 127346828 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.63%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 02.08.2024 05:45:12

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Apple A219.86172.8612USD172.86
(100.00%)
22.62%86.431
(50.00%)
61.31%5.7850
Alphabet A -C-168.4135.6987USD135.70
(100.00%)
19.15%67.849
(50.00%)
59.57%7.3693

Reference data

ISIN CH1273468285
Security 127346828
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'114.67

Coupon

Coupon (Coupon p.a.)11.47% (7.63% )
Coupon paymentguaranteed
Interest portion p.a.5.25%
Premium portion p.a.2.38%
Coupon date15.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date05.10.2023
Payment day13.10.2023
First trading day13.10.2023
Last trading day07.04.2025
Final fixing day07.04.2025
Redemption date14.04.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term246
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 23.69%

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 Return5.25%
Cash value of fixed income investment upon issue92.60%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date14.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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