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ZKB Barrier Reverse Convertible on worst of
Lonza Group AG/Geberit AG

ISIN: CH1252913319 Security: 125291331 Symbol: n.a. Life cycle
Secondary market

Bid Price 104.08%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 31.05.2024 01:55:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Lonza Grp N486.4558.60CHF558.60
(100.00%)
-15.68%279.300
(50.00%)
42.16%17.9019
Geberit N550.4485.15CHF485.15
(100.00%)
12.24%242.575
(50.00%)
56.12%20.6122

Reference data

ISIN CH1252913319
Security 125291331
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 10'516.58

Coupon

Coupon (Coupon p.a.)5.17% (5.14% )
Coupon paymentguaranteed
Interest portion p.a.2.08%
Premium portion p.a.3.06%
Coupon date24.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date15.06.2023
Payment day22.06.2023
First trading day22.06.2023
Last trading day17.06.2024
Final fixing day17.06.2024
Redemption date24.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term15
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 10'000.00
Performance of underlying since issue -13.55%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return2.08%
Cash value of fixed income investment upon issue97.96%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date24.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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