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ZKB Barrier Reverse Convertible on worst of Tecan Grp N / Daetwyler Hldg I / Interroll Hldg N
Tecan Group AG/Daetwyler Holding AG/INTERROLL HOLDING AG

ISIN: CH1214881265 Security: 121488126 Symbol: n.a. Life cycle
Secondary market

Bid Price 94.15%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 05:40:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
TECAN GROUP N333.2396.80CHF396.80
(100.00%)
-19.09%238.080
(60.00%)
28.55%12.6008
Daetwyler Hldg IA196.6200.15CHF200.15
(100.00%)
-1.81%120.090
(60.00%)
38.92%24.9813
Interroll Hldg N29402'880.00CHF2'880.00
(100.00%)
2.04%1'728.000
(60.00%)
41.22%1.7361

Reference data

ISIN CH1214881265
Security 121488126
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation at maturity
Maximum repayment 5'612.00

Coupon

Coupon (Coupon p.a.)12.24% (6.12% )
Coupon paymentguaranteed
Interest portion p.a.1.41%
Premium portion p.a.4.71%
Coupon date10.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date02.02.2023
Payment day10.02.2023
First trading day10.02.2023
Last trading day03.02.2025
Final fixing day03.02.2025
Redemption date10.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term260
Issue amount200'000.00

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 -16.03%

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 Return1.41%
Cash value of fixed income investment upon issue97.24%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date10.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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