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ZKB Barrier Reverse Convertible on worst of
Bayer AG/Deutsche Bank AG/Porsche Automobil Holding SE

ISIN: CH1252917849 Security: 125291784 Symbol: n.a. Life cycle
Secondary market

Bid Price 60.92%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 23.05.2024 01:35:58

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Bayer N28.0650.805EUR50.81
(100.00%)
-80.67%Hitn.v19.6831
Deutsche Bank N15.5849.69EUR9.69
(100.00%)
37.84%n.v.n.v103.1992
Porsche A Hldg VA48.2453.27EUR53.27
(100.00%)
-10.43%n.v.n.v18.7723

Reference data

ISIN CH1252917849
Security 125291784
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'119.09

Coupon

Coupon (Coupon p.a.)11.91% (11.75% )
Coupon paymentguaranteed
Interest portion p.a.3.93%
Premium portion p.a.7.82%
Coupon date15.07.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date04.07.2023
Payment day11.07.2023
First trading day11.07.2023
Last trading day08.07.2024
Final fixing day08.07.2024
Redemption date15.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term45
Issue amount200'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -44.65%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.93%
Cash value of fixed income investment upon issue96.17%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date15.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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