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ZKB Callable Barrier Reverse Convertible on worst of
Siemens Energy AG/Bayer AG/Allianz SE

ISIN: CH1235759300 Security: 123575930 Symbol: n.a. Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency qn.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Siemens Energy Nn.v19.185EUR19.19
(100.00%)
-10.16%Hitn.vn.a.
Bayer Nn.v57.315EUR57.32
(100.00%)
-119.77%n.v.n.vn.a.
Allianz Nn.v219.80EUR219.80
(100.00%)
15.14%n.v.n.vn.a.

Reference data

ISIN CH1235759300
Security 123575930
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'193.49

Coupon

Coupon (Coupon p.a.)19.35% (15.48% )
Coupon paymentguaranteed
Interest portion p.a.1.42%
Premium portion p.a.14.06%
Coupon daten.a.
Day count convention30/360 (German), modified following
Accrued coupon3.66%

Life cycle

Issue price100.00%
Initial fixing date16.01.2023
Payment day23.01.2023
First trading day23.01.2023
Last trading day16.04.2024
Final fixing day16.04.2024
Redemption date23.04.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
Issue amount60'000.00

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 -54.50%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zürcher Kantonalbank, Zürich
Keep-Well Agreement
Issuer rating Standard & Poor's AAA, Moody's Aaa, Fitch AAA
Lead manager Zürcher Kantonalbank, Zürich
Payment, execution and calculation agent Zürcher Kantonalbank, Zürich

Tax aspects (Private investor tax domicile Switzerland)

Income taxYes
Withholding taxYes
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 Return1.42%
Cash value of fixed income investment upon issue98.25%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.04.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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