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

ISIN: CH1252915538 Security: 125291553 Symbol: n.a. Life cycle
Secondary market

Bid Price n.a.

Ask Price n.a.

Currency qn.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
S&P 500® Indexn.a.4'346.6390USD4'346.64
(100.00%)
14.30%2'607.983
(60.00%)
48.58%n.a.
SMI® Index12044.5911'190.4648CHF11'190.46
(100.00%)
0.92%6'714.279
(60.00%)
40.55%n.a.
EURO STOXX 50® Index4839.144'252.8291EUR4'252.83
(100.00%)
14.36%2'551.697
(60.00%)
48.62%n.a.

Reference data

ISIN CH1252915538
Security 125291553
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'084.55

Coupon

Coupon (Coupon p.a.)8.46% (5.62% )
Coupon paymentguaranteed
Interest portion p.a.4.97%
Premium portion p.a.0.65%
Coupon date01.07.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date23.06.2023
Payment day30.06.2023
First trading day30.06.2023
Last trading day19.12.2024
Final fixing day19.12.2024
Redemption date30.12.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term185
Issue amount200'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 0.93%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.97%
Cash value of fixed income investment upon issue92.96%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date30.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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