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ZKB Reverse Convertible on worst of
Roche Holding AG/Swisscom AG/Accelleron Industries AG/Zurich Insurance Group AG/Partners Group Holding AG

ISIN: CH1273461827 Security: 127346182 Symbol: n.a. Life cycle
Secondary market

Bid Price 104.97%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 25'000.00

Volume n.a.

Date/time (realtime) 24.05.2024 05:40:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Roche GS230.4254.95CHF203.96 (80.00%)11.48%24.5146
Swisscom N492542.90CHF434.32 (80.00%)11.72%11.5122
Accelleron Ind. N37.1423.99CHF19.19 (80.00%)48.33%260.5252
Zurich Insurance N470414.45CHF331.56 (80.00%)29.46%15.0802
Part Grp Hldg N1233.51'015.00CHF812.00 (80.00%)34.17%6.1576

Reference data

ISIN CH1273461827
Security 127346182
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)7.78% (7.78% )
Coupon paymentguaranteed
Interest portion p.a.1.88%
Premium portion p.a.5.90%
Coupon date18.09.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date11.09.2023
Payment day18.09.2023
First trading day18.09.2023
Last trading day11.09.2024
Final fixing day11.09.2024
Redemption date18.09.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term109
Issue amount25'000.00

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 -9.63%

Product type

SSPA derivative category Yield enhancement
SSPA code Reverse convertible (1220)

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.88%
Cash value of fixed income investment upon issue98.16%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date18.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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