Inhaltsseite: Home

ZKB Autocallable Barrier Reverse Convertible on worst of
Zurich Insurance Group AG/Swiss Life Holding AG/Swiss Re AG

ISIN: CH1235764060 Security: 123576406 Symbol: n.a. Life cycle
redeemed

Bid Price 100.52%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 13.05.2024 10:50:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Zurich Insurance N471.8437.35CHF437.350 (100.00%)4.38%349.880 (80.00%)23.51%
Swiss Life N626.6546.70CHF546.700 (100.00%)15.68%437.360 (80.00%)32.55%
Swiss Re N110.195.03CHF95.030 (100.00%)9.92%76.024 (80.00%)27.94%

Reference data

ISIN CH1235764060
Security 123576406
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)ZURN + 6.19%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date14.02.2023
Payment day21.02.2023
First trading day21.02.2023
Last trading day14.08.2024
Final fixing day14.08.2024
Redemption date21.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date14.08.2024
Residual term85
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue 4.58%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zürcher Kantonalbank, Zürich
Keep-Well Agreement
Issuer rating Standard & Poor's AAA, Moody's Aaa, Fitch AAA
Lead manager Zürcher Kantonalbank, Zürich
Payment, execution and calculation agent Zürcher Kantonalbank, Zürich

Tax aspects (Private investor tax domicile Switzerland)

Income taxYes
Withholding taxYes
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 Return1.66%
Cash value of fixed income investment upon issue97.56%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date13.05.2024
Redemption amount1'000.00

Ajax loading