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ZKB Barrier Reverse Convertible on worst of
Novartis - Sandoz Basket/Roche Holding AG/Alcon AG

ISIN: CH1252904318 Security: 125290431 Symbol: n.a. Life cycle
redeemed

Bid Price 108.26%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 06.05.2024 09:50:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Roche GSn.v281.725CHF281.73
(100.00%)
-29.29%211.294
(75.00%)
3.03%3.5496
Alcon Nn.v65.09CHF65.09
(100.00%)
9.82%48.818
(75.00%)
32.37%15.3633

Reference data

ISIN CH1252904318
Security 125290431
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'085.33

Coupon

Coupon (Coupon p.a.)8.53% (8.49% )
Coupon paymentguaranteed
Interest portion p.a.1.81%
Premium portion p.a.6.68%
Coupon date14.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date05.05.2023
Payment day12.05.2023
First trading day12.05.2023
Last trading day06.05.2024
Final fixing day06.05.2024
Redemption date14.05.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
Issue amount100'000.00

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 -22.66%

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 Return1.81%
Cash value of fixed income investment upon issue98.21%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date14.05.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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