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ZKB Callable Barrier Reverse Convertible on worst of
Boeing Co/Airbus SE

ISIN: CH1273471768 Security: 127347176 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.40%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 14.05.2024 05:45:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Boeing A180.76186.585USD186.59
(100.00%)
-2.77%111.951
(60.00%)
38.34%n.a.
Airbus Group A158.7126.1555EUR126.16
(100.00%)
20.51%75.693
(60.00%)
52.30%n.a.

Reference data

ISIN CH1273471768
Security 127347176
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'137.11

Coupon

Coupon (Coupon p.a.)13.71% (13.71% )
Coupon paymentguaranteed
Interest portion p.a.5.52%
Premium portion p.a.8.19%
Coupon date24.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date17.10.2023
Payment day24.10.2023
First trading day24.10.2023
Last trading day17.10.2024
Final fixing day17.10.2024
Redemption date24.10.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term155
Issue amount30'000.00

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 -2.70%

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 Return5.52%
Cash value of fixed income investment upon issue94.77%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date24.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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