Inhaltsseite: Home

ZKB Barrier Reverse Convertible on worst of
Swissquote Group Holding SA/Zurich Insurance Group AG/Baloise-Holding AG

ISIN: CH1252907337 Security: 125290733 Symbol: n.a. Life cycle
redeemed

Bid Price 108.88%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 220'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 10:15:23

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Swissquote Group Nn.v182.25CHF182.25
(100.00%)
31.43%109.350
(60.00%)
58.86%5.4870
Zurich Insurance Nn.v421.00CHF421.00
(100.00%)
10.99%252.600
(60.00%)
46.60%2.3753
Bâloise-Hldg Nn.v139.40CHF139.40
(100.00%)
6.32%83.640
(60.00%)
43.79%7.1736

Reference data

ISIN CH1252907337
Security 125290733
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'091.52

Coupon

Coupon (Coupon p.a.)9.15% (9.08% )
Coupon paymentguaranteed
Interest portion p.a.1.78%
Premium portion p.a.7.29%
Coupon date27.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date17.05.2023
Payment day24.05.2023
First trading day24.05.2023
Last trading day17.05.2024
Final fixing day17.05.2024
Redemption date27.05.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
Issue amount320'000.00

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 6.74%

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 Return1.78%
Cash value of fixed income investment upon issue98.24%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.05.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading