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ZKB Callable Barrier Reverse Convertible on worst of
Vale SA/Rio Tinto PLC/BHP Group LTD/Occidental Petroleum Corp

ISIN: CH1252896860 Security: 125289686 Symbol: n.a. Life cycle
Secondary market

Bid Price 83.82%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 10.05.2024 05:40:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Vale A12.46516.305USD16.31
(100.00%)
-30.65%12.229
(75.00%)
2.01%n.a.
Rio Tinto A56.0555.09GBP55.09
(100.00%)
1.71%41.318
(75.00%)
26.28%n.a.
BHP Billiton Ltd42.9124.9775GBP24.98
(100.00%)
41.79%18.733
(75.00%)
56.34%n.a.
Occidental Petr A63.5864.32USD64.32
(100.00%)
-0.41%48.240
(75.00%)
24.70%n.a.

Reference data

ISIN CH1252896860
Security 125289686
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'164.11

Coupon

Coupon (Coupon p.a.)16.41% (10.90% )
Coupon paymentguaranteed
Interest portion p.a.1.95%
Premium portion p.a.8.95%
Coupon date19.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date12.04.2023
Payment day19.04.2023
First trading day19.04.2023
Last trading day14.10.2024
Final fixing day14.10.2024
Redemption date21.10.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term156
Issue amount200'000.00

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 -23.46%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.95%
Cash value of fixed income investment upon issue97.14%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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