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ZKB Barrier Reverse Convertible on worst of
Roche Holding AG/Novartis - Sandoz Basket/Nestlé AG

ISIN: CH1252907527 Security: 125290752 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.72%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 12:20:59

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Roche GS279.4286.425CHF286.43
(100.00%)
-2.62%143.213
(50.00%)
48.69%3.4913
Nestlé N94.56113.93CHF113.93
(100.00%)
-20.69%56.965
(50.00%)
39.66%8.7773

Reference data

ISIN CH1252907527
Security 125290752
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'122.35

Coupon

Coupon (Coupon p.a.)12.24% (4.07% )
Coupon paymentguaranteed
Interest portion p.a.1.80%
Premium portion p.a.2.28%
Coupon date27.05.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date19.05.2023
Payment day26.05.2023
First trading day26.05.2023
Last trading day19.05.2026
Final fixing day19.05.2026
Redemption date27.05.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term665
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 -17.14%

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 Return1.80%
Cash value of fixed income investment upon issue94.79%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.05.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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