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ZKB Barrier Reverse Convertible on worst of
Apple Inc/International Business Machines Corp/Microsoft Corp

ISIN: CH1252902528 Security: 125290252 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.11%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 65'000.00

Volume n.a.

Date/time (realtime) 28.05.2024 05:45:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Apple A190.3929169.79USD169.79
(100.00%)
11.42%101.874
(60.00%)
46.85%n.a.
IBM A169.2872125.61USD125.61
(100.00%)
26.46%75.366
(60.00%)
55.88%n.a.
Microsoft N428.935308.275USD308.28
(100.00%)
28.09%184.965
(60.00%)
56.86%n.a.

Reference data

ISIN CH1252902528
Security 125290252
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'220.91

Coupon

Coupon (Coupon p.a.)22.09% (7.35% )
Coupon paymentguaranteed
Interest portion p.a.3.06%
Premium portion p.a.4.29%
Coupon date12.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date02.05.2023
Payment day09.05.2023
First trading day09.05.2023
Last trading day04.05.2026
Final fixing day04.05.2026
Redemption date11.05.2026
Redemption typeCash Settlement
Early redemptionNo
Residual term705
Issue amount65'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue 12.90%

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 Return3.06%
Cash value of fixed income investment upon issue91.33%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date11.05.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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