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ZKB Autocallable Barrier Reverse Convertible on worst of
Baloise-Holding AG/Helvetia Holding AG/Swiss Re AG

ISIN: CH1214887817 Security: 121488781 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.85%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 300'000.00

Volume n.a.

Date/time (realtime) 23.05.2024 10:27:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Bâloise-Hldg N154.2151.35CHF151.350 (100.00%)1.98%90.810 (60.00%)41.19%
Helvetia Hldg N129.7116.85CHF116.850 (100.00%)10.05%70.110 (60.00%)46.03%
Swiss Re N112.295.82CHF95.820 (100.00%)14.64%57.492 (60.00%)48.78%

Reference data

ISIN CH1214887817
Security 121488781
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)BALN + 7.00%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date22.02.2023
Payment day01.03.2023
First trading day01.03.2023
Last trading day26.08.2024
Final fixing day26.08.2024
Redemption date02.09.2024
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date27.05.2024
Residual term94
Issue amount300'000.00

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 2.02%

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 Return1.75%
Cash value of fixed income investment upon issue97.43%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date02.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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