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ZKB Autocallable Barrier Reverse Convertible on worst of
Novartis - Sandoz Basket/Roche Holding AG/Swiss Re AG/Zurich Insurance Group AG

ISIN: CH1214872504 Security: 121487250 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.89%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 22.05.2024 05:40:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
NOVN SDZ Basket231.9290.925CHF84.635 (100.00%)3.30%50.781 (60.00%)41.98%
Roche GS110.792.31CHF290.925 (100.00%)-25.45%174.555 (60.00%)24.73%
Swiss Re N471.6451.20CHF92.310 (100.00%)16.61%55.386 (60.00%)49.97%

Reference data

ISIN CH1214872504
Security 121487250
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)NOVNSDZ + 8.61%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date12.01.2023
Payment day19.01.2023
First trading day19.01.2023
Last trading day12.07.2024
Final fixing day12.07.2024
Redemption date19.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation daten.a.
Residual term49
Issue amount20'000.00

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 -20.29%

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 Return1.44%
Cash value of fixed income investment upon issue97.88%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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