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5.95% p.a. ZKB Callable Barrier Reverse Convertible, 25.10.2024 on worst of SMI/SX5E/SPX
S&P 500®/EURO STOXX 50/Swiss Market Index SMI

ISIN: CH1273472048 Security: 127347204 Symbol: n.a. Life cycle
redeemed

Bid Price 101.03%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 63'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 08:00:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
S&P 500® Indexn.a.4'353.5634USD4'353.56
(100.00%)
20.92%2'699.209
(62.00%)
50.97%n.a.
EURO STOXX 50® Index4843.524'128.0547EUR4'128.05
(100.00%)
14.48%2'559.394
(62.00%)
46.98%n.a.
SMI® Index12275.8710'727.4407CHF10'727.44
(100.00%)
11.88%6'651.013
(62.00%)
45.36%n.a.

Reference data

ISIN CH1273472048
Security 127347204
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'059.54

Coupon

Coupon (Coupon p.a.)5.95% (5.95% )
Coupon paymentguaranteed
Interest portion p.a.3.92%
Premium portion p.a.2.04%
Coupon date25.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date18.10.2023
Payment day25.10.2023
First trading day25.10.2023
Last trading day18.10.2024
Final fixing day18.10.2024
Redemption date25.10.2024
Redemption typeCash Settlement
Early redemption18.07.2024
Residual term79
Issue amount63'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue 13.48%

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 marketNo
Stamp duty payable upon delivery of the securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.92%
Cash value of fixed income investment upon issue96.23%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date18.07.2024
Redemption amount1'000.00

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