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

ISIN: CH1252907311 Security: 125290731 Symbol: n.a. Life cycle
Secondary market

Bid Price 106.32%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 55'000.00

Volume n.a.

Date/time (realtime) 31.10.2024 05:40:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Alcon N79.5872.46CHF72.46
(100.00%)
8.95%43.476
(60.00%)
45.37%13.8007
Logitech Intl N70.7656.74CHF56.74
(100.00%)
19.81%34.044
(60.00%)
51.89%17.6243
dormakaba Hldg N658424.25CHF424.25
(100.00%)
35.52%254.550
(60.00%)
61.31%2.3571

Reference data

ISIN CH1252907311
Security 125290731
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'192.66

Coupon

Coupon (Coupon p.a.)19.27% (9.62% )
Coupon paymentguaranteed
Interest portion p.a.1.74%
Premium portion p.a.7.88%
Coupon date26.05.2025
Day count convention30/360 (German), modified following
Accrued coupon4.20%

Life cycle

Issue price100.00%
Initial fixing date17.05.2023
Payment day25.05.2023
First trading day25.05.2023
Last trading day19.05.2025
Final fixing day19.05.2025
Redemption date26.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term199
Issue amount55'000.00

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 9.83%

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 Return1.74%
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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