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ZKB Barrier Reverse Convertible on worst of
Helvetia Holding AG/mobilezone holding ag/Sulzer AG

ISIN: CH1235768558 Security: 123576855 Symbol: n.a. Life cycle
Secondary market

Bid Price 112.66%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 20.05.2024 08:00:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Helvetia Hldg N128.2115.25CHF115.25
(100.00%)
10.10%80.675
(70.00%)
37.07%8.6768
Mobilezone Holding N13.8814.36CHF14.36
(100.00%)
-3.46%10.052
(70.00%)
27.58%69.6379
Sulzer N11873.20CHF73.20
(100.00%)
37.97%51.240
(70.00%)
56.58%13.6612

Reference data

ISIN CH1235768558
Security 123576855
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'191.27

Coupon

Coupon (Coupon p.a.)19.13% (9.55% )
Coupon paymentguaranteed
Interest portion p.a.1.44%
Premium portion p.a.8.11%
Coupon date24.03.2025
Day count convention30/360 (German), modified following
Accrued coupon11.14%

Life cycle

Issue price100.00%
Initial fixing date16.03.2023
Payment day23.03.2023
First trading day23.03.2023
Last trading day17.03.2025
Final fixing day17.03.2025
Redemption date24.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term300
Issue amount20'000.00

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 -3.34%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zürcher Kantonalbank, Zürich
Keep-Well Agreement
Issuer rating Standard & Poor's AAA, Moody's Aaa, Fitch AAA
Lead manager Zürcher Kantonalbank, Zürich
Payment, execution and calculation agent Zürcher Kantonalbank, Zürich

Tax aspects (Private investor tax domicile Switzerland)

Income taxYes
Withholding taxYes
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 Return1.44%
Cash value of fixed income investment upon issue97.18%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date24.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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