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ZKB Barrier Reverse Convertible on worst of Swiss Re N / Allianz N / Holcim N / UBS Group N
Swiss Re AG/Allianz SE/Holcim Ltd/UBS Group AG

ISIN: CH1214885084 Security: 121488508 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.11%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 07.06.2024 05:45:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Swiss Re N113.6594.53CHF94.53
(100.00%)
16.82%61.445
(65.00%)
45.94%n.a.
Allianz N261.5220.15EUR220.15
(100.00%)
15.81%143.098
(65.00%)
45.28%n.a.
Holcim N79.9855.08CHF55.08
(100.00%)
31.13%35.802
(65.00%)
55.24%n.a.
UBS Group AG28.4219.935CHF19.94
(100.00%)
29.86%12.958
(65.00%)
54.41%n.a.

Reference data

ISIN CH1214885084
Security 121488508
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'145.50

Coupon

Coupon (Coupon p.a.)14.55% (9.70% )
Coupon paymentguaranteed
Interest portion p.a.1.64%
Premium portion p.a.8.06%
Coupon date20.08.2024
Day count convention30/360 (German), modified following
Accrued coupon0.54%

Life cycle

Issue price100.00%
Initial fixing date13.02.2023
Payment day20.02.2023
First trading day20.02.2023
Last trading day13.08.2024
Final fixing day13.08.2024
Redemption date20.08.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term65
Issue amount30'000.00

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 18.78%

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 Return1.64%
Cash value of fixed income investment upon issue97.60%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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