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ZKB Barrier Reverse Convertible on worst of
Swiss Life Holding AG/Zurich Insurance Group AG/Baloise-Holding AG/Swiss Re AG

ISIN: CH1252916098 Security: 125291609 Symbol: n.a. Life cycle
Secondary market

Bid Price 107.29%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 18.06.2024 10:15:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Swiss Life N646.8528.30CHF528.30
(100.00%)
17.71%343.395
(65.00%)
46.51%1.8929
Zurich Insurance N479.3423.60CHF423.60
(100.00%)
11.31%275.340
(65.00%)
42.35%2.3607
Bâloise-Hldg N158135.20CHF135.20
(100.00%)
13.94%87.880
(65.00%)
44.06%7.3965
Swiss Re N111.0587.94CHF87.94
(100.00%)
20.60%57.161
(65.00%)
48.39%11.3714

Reference data

ISIN CH1252916098
Security 125291609
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'080.22

Coupon

Coupon (Coupon p.a.)8.02% (8.02% )
Coupon paymentguaranteed
Interest portion p.a.1.93%
Premium portion p.a.6.09%
Coupon date03.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date26.06.2023
Payment day03.07.2023
First trading day03.07.2023
Last trading day26.06.2024
Final fixing day26.06.2024
Redemption date03.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term7
Issue amount30'000.00

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 12.75%

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 Return1.93%
Cash value of fixed income investment upon issue98.10%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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