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ZKB Barrier Reverse Convertible on worst of
Allianz SE/BASF SE/Deutsche Post AG

ISIN: CH1252915132 Security: 125291513 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.52%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 20.05.2024 08:00:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Allianz N267.7208.325EUR208.33
(100.00%)
22.09%145.828
(70.00%)
45.46%4.8002
BASF N49.22543.0675EUR43.07
(100.00%)
11.88%30.147
(70.00%)
38.32%23.2194
Deutsche Post N39.8842.4275EUR42.43
(100.00%)
-6.15%29.699
(70.00%)
25.70%23.5696

Reference data

ISIN CH1252915132
Security 125291513
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'100.91

Coupon

Coupon (Coupon p.a.)10.09% (10.09% )
Coupon paymentguaranteed
Interest portion p.a.3.88%
Premium portion p.a.6.21%
Coupon date27.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date22.06.2023
Payment day27.06.2023
First trading day27.06.2023
Last trading day24.06.2024
Final fixing day24.06.2024
Redemption date27.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term34
Issue amount30'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -5.79%

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 Return3.88%
Cash value of fixed income investment upon issue96.27%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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