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ZKB Callable Barrier Reverse Convertible on worst of
Bayerische Motoren Werke AG/Mercedes-Benz Group AG/Dr. Ing. h.c. F. Porsche Aktiengesellschaft

ISIN: CH1252902957 Security: 125290295 Symbol: n.a. Life cycle
Secondary market

Bid Price 89.75%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 17.06.2024 04:26:54

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
BMW A87.74100.98EUR100.98
(100.00%)
-14.83%55.539
(55.00%)
36.84%9.9030
Daimler N63.7269.82EUR69.82
(100.00%)
-9.42%38.401
(55.00%)
39.82%14.3225
DIF Porsche A70.16109.95EUR109.95
(100.00%)
-56.00%60.473
(55.00%)
14.20%9.0950

Reference data

ISIN CH1252902957
Security 125290295
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'190.53

Coupon

Coupon (Coupon p.a.)19.05% (12.68% )
Coupon paymentguaranteed
Interest portion p.a.3.39%
Premium portion p.a.9.29%
Coupon date10.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date03.05.2023
Payment day10.05.2023
First trading day10.05.2023
Last trading day04.11.2024
Final fixing day04.11.2024
Redemption date11.11.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term139
Issue amount50'000.00

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 -35.90%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.39%
Cash value of fixed income investment upon issue95.11%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date11.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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