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ZKB Barrier Reverse Convertible on worst of
S&P 500®/EURO STOXX 50/Swiss Market Index SMI

ISIN: CH1252912998 Security: 125291299 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.27%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 1'000'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 10:15:22

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
S&P 500® Indexn.a.4'375.2878USD4'375.29
(100.00%)
17.40%3'062.701
(70.00%)
42.18%n.a.
EURO STOXX 50® Index5064.144'374.9646EUR4'374.96
(100.00%)
13.27%3'062.475
(70.00%)
39.29%n.a.
SMI® Index12037.9911'281.4078CHF11'281.41
(100.00%)
6.02%7'896.985
(70.00%)
34.21%n.a.

Reference data

ISIN CH1252912998
Security 125291299
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'047.96

Coupon

Coupon (Coupon p.a.)4.80% (4.80% )
Coupon paymentguaranteed
Interest portion p.a.2.05%
Premium portion p.a.2.74%
Coupon date21.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date14.06.2023
Payment day21.06.2023
First trading day21.06.2023
Last trading day14.06.2024
Final fixing day14.06.2024
Redemption date21.06.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term25
Issue amount1'000'000.00

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 6.40%

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 marketNo
Stamp duty payable upon delivery of the securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return2.05%
Cash value of fixed income investment upon issue97.99%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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