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ZKB Reverse Convertible on worst of
Kuehne + Nagel International AG/BELIMO Holding AG/Accelleron Industries AG

ISIN: CH1273454228 Security: 127345422 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.42%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 250'000.00

Volume n.a.

Date/time (realtime) 16.05.2024 05:35:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Kühne + Nagel Int N250.6272.00CHF217.60 (80.00%)13.17%22.9779
Belimo Hldg N438.6449.70CHF359.76 (80.00%)17.98%13.8982
Accelleron Ind. N36.6622.88CHF18.30 (80.00%)50.07%273.1643

Reference data

ISIN CH1273454228
Security 127345422
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)7.41% (7.35% )
Coupon paymentguaranteed
Interest portion p.a.1.89%
Premium portion p.a.5.46%
Coupon date26.08.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date17.08.2023
Payment day24.08.2023
First trading day24.08.2023
Last trading day19.08.2024
Final fixing day19.08.2024
Redemption date26.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term94
Issue amount250'000.00

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 -7.87%

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 Return1.89%
Cash value of fixed income investment upon issue98.13%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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