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ZKB Barrier Reverse Convertible on worst of
dormakaba Holding AG/Logitech International SA/Alcon AG

ISIN: CH1252906479 Security: 125290647 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.68%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 150'000.00

Volume n.a.

Date/time (realtime) 31.05.2024 05:45:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
dormakaba Hldg N486426.00CHF426.00
(100.00%)
12.35%255.600
(60.00%)
47.41%2.3474
Logitech Intl N89.456.91CHF56.91
(100.00%)
36.34%34.146
(60.00%)
61.81%17.5716
Alcon N80.3470.78CHF70.78
(100.00%)
11.90%42.468
(60.00%)
47.14%14.1283

Reference data

ISIN CH1252906479
Security 125290647
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'196.12

Coupon

Coupon (Coupon p.a.)19.61% (9.78% )
Coupon paymentguaranteed
Interest portion p.a.1.73%
Premium portion p.a.8.05%
Coupon date26.05.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date16.05.2023
Payment day24.05.2023
First trading day24.05.2023
Last trading day19.05.2025
Final fixing day19.05.2025
Redemption date26.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term351
Issue amount150'000.00

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 13.51%

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 Return1.73%
Cash value of fixed income investment upon issue96.61%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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