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ZKB Barrier Reverse Convertible on worst of
Coca-Cola Co/McDonald's Corp/Microsoft Corp

ISIN: CH1252904433 Security: 125290443 Symbol: n.a. Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Coca-Cola An.v64.085USD64.09
(100.00%)
-3.07%38.451
(60.00%)
38.16%780.2138
McDonald's An.v296.535USD296.54
(100.00%)
-9.70%177.921
(60.00%)
34.18%168.6142
Microsoft Nn.v308.95USD308.95
(100.00%)
24.03%185.370
(60.00%)
54.42%161.8385

Reference data

ISIN CH1252904433
Security 125290443
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 50'000.00
Barrier level observation at maturity
Maximum repayment 54'647.75

Coupon

Coupon (Coupon p.a.)9.30% (9.24% )
Coupon paymentguaranteed
Interest portion p.a.4.71%
Premium portion p.a.4.53%
Coupon daten.a.
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date05.05.2023
Payment day12.05.2023
First trading day12.05.2023
Last trading day06.05.2024
Final fixing day06.05.2024
Redemption date14.05.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term0
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 50'000.00
Performance of underlying since issue -8.84%

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 Return4.71%
Cash value of fixed income investment upon issue95.47%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date14.05.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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