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ZKB Barrier Reverse Convertible on worst of
Straumann Holding AG/Givaudan AG/Cembra Money Bank AG

ISIN: CH1252908152 Security: 125290815 Symbol: n.a. Life cycle
Secondary market

Bid Price 105.63%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 500'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 05:40:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Straumann Hldg N121.45138.10CHF138.10
(100.00%)
-13.71%Hitn.v724.1130
Givaudan N41803'020.00CHF3'020.00
(100.00%)
27.75%n.v.n.v33.1126
Cembra Money Bank N71.9569.725CHF69.73
(100.00%)
3.09%n.v.n.v1'434.2058

Reference data

ISIN CH1252908152
Security 125290815
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 100'000.00
Barrier level observation continuous
Maximum repayment 117'959.80

Coupon

Coupon (Coupon p.a.)17.96% (17.96% )
Coupon paymentguaranteed
Interest portion p.a.1.85%
Premium portion p.a.16.11%
Coupon date30.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date23.05.2023
Payment day31.05.2023
First trading day31.05.2023
Last trading day23.05.2024
Final fixing day23.05.2024
Redemption date30.05.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term5
Issue amount500'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 100'000.00
Performance of underlying since issue -12.06%

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 Return1.85%
Cash value of fixed income investment upon issue98.19%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date30.05.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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