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ZKB Autocallable Barrier Reverse Convertible on worst of
Novartis - Sandoz Basket/Givaudan AG/Nestlé AG/Roche Holding AG

ISIN: CH1252911008 Security: 125291100 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.22%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 16.05.2024 05:40:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Givaudan N41073'035.50CHF3'035.50
(100.00%)
26.09%2'276.625
(75.00%)
44.57%1.6472
Nestlé N95.42109.29CHF109.29
(100.00%)
-14.54%81.968
(75.00%)
14.10%45.7498
Roche GS234.8292.675CHF292.68
(100.00%)
-24.65%219.506
(75.00%)
6.51%17.0838

Reference data

ISIN CH1252911008
Security 125291100
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)NOVNSDZ + 7.86%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date06.06.2023
Payment day13.06.2023
First trading day13.06.2023
Last trading day06.06.2024
Final fixing day06.06.2024
Redemption date13.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date06.06.2024
Residual term20
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -19.77%

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 Return1.89%
Cash value of fixed income investment upon issue98.15%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date13.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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