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ZKB Barrier Reverse Convertible auf
S&P 500®

ISIN: CH1252917146 Security: 125291714 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.61%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 60'000.00

Volume n.a.

Date/time (realtime) 12.09.2024 05:20:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
S&P 500® Indexn.v4'345.125USD4'345.13
(100.00%)
21.83%3'258.844
(75.00%)
41.37%0.2301

Reference data

ISIN CH1252917146
Security 125291714
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'094.79

Coupon

Coupon (Coupon p.a.)9.48% (7.88% )
Coupon paymentguaranteed
Interest portion p.a.5.36%
Premium portion p.a.2.52%
Coupon date20.09.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date29.06.2023
Payment day07.07.2023
First trading day07.07.2023
Last trading day13.09.2024
Final fixing day13.09.2024
Redemption date20.09.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term0
Issue amount60'000.00

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 27.92%

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 Return5.36%
Cash value of fixed income investment upon issue93.92%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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