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ZKB Barrier Reverse Convertible on worst of
Plug Power Inc/Accelleron Industries AG

ISIN: CH1252904706 Security: 125290470 Symbol: n.a. Life cycle
redeemed

Bid Price 39.29%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 07.05.2024 05:35:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Plug Power Nn.v9.4651USD9.47
(100.00%)
-247.97%Hitn.vn.a.
Accelleron Ind. Nn.v23.28CHF23.28
(100.00%)
34.35%n.v.n.vn.a.

Reference data

ISIN CH1252904706
Security 125290470
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'228.75

Coupon

Coupon (Coupon p.a.)22.87% (22.81% )
Coupon paymentguaranteed
Interest portion p.a.4.75%
Premium portion p.a.18.06%
Coupon date15.05.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date08.05.2023
Payment day15.05.2023
First trading day15.05.2023
Last trading day07.05.2024
Final fixing day07.05.2024
Redemption date15.05.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term0
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 -71.26%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.75%
Cash value of fixed income investment upon issue95.45%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date15.05.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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