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ZKB Autocallable Barrier Reverse Convertible on worst of
Roche Holding AG/The Swatch Group AG/Stadler Rail AG

ISIN: CH1252909978 Security: 125290997 Symbol: n.a. Life cycle
Secondary market

Bid Price 76.61%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 23.05.2024 03:00:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Roche GS233.9289.175CHF289.175 (100.00%)-23.74%n.v.n.v
The Swatch Grp A192.3269.30CHF269.300 (100.00%)-40.19%Hitn.v
Stadler Rail N28.4534.43CHF34.430 (100.00%)-20.81%n.v.n.v

Reference data

ISIN CH1252909978
Security 125290997
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.)ROG + 10.97%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date01.06.2023
Payment day06.06.2023
First trading day06.06.2023
Last trading day30.05.2024
Final fixing day30.05.2024
Redemption date06.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation daten.a.
Residual term6
Issue amount30'000.00

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 -28.67%

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 marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.85%
Cash value of fixed income investment upon issue98.18%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date06.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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