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ZKB Autocallable Barrier Reverse Convertible on worst of
US Bancorp/Goldman Sachs Group Inc/Société Générale SA

ISIN: CH1252887430 Security: 125288743 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.55%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 300'000.00

Volume n.a.

Date/time (realtime) 16.05.2024 05:45:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
US Bancorp A41.6637.55USD37.550 (100.00%)10.50%26.285 (70.00%)37.35%
Goldman Sachs Grp A464.55324.335USD324.335 (100.00%)30.65%227.035 (70.00%)51.46%
Societe Generale A27.26524.70EUR24.700 (100.00%)9.41%17.290 (70.00%)36.59%

Reference data

ISIN CH1252887430
Security 125288743
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)USB + 13.80%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date14.03.2023
Payment day21.03.2023
First trading day21.03.2023
Last trading day16.09.2024
Final fixing day16.09.2024
Redemption date23.09.2024
Redemption typeCash Settlement
Early redemptionYes
Next observation date13.06.2024
Residual term121
Issue amount500'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 10.38%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.61%
Cash value of fixed income investment upon issue93.44%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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