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ZKB Callable Barrier Reverse Convertible on worst of
Roche Holding AG/The Swatch Group AG/EMS-CHEMIE HOLDING AG

ISIN: CH1252914721 Security: 125291472 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.20%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 05:40:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Roche GS237.1275.175CHF275.18
(100.00%)
-16.06%178.864
(65.00%)
24.56%181.7026
The Swatch Grp A199.9255.05CHF255.05
(100.00%)
-27.59%165.783
(65.00%)
17.07%196.0400
EMS-CHEM HLDG N763666.09CHF666.09
(100.00%)
12.70%432.959
(65.00%)
43.26%75.0649

Reference data

ISIN CH1252914721
Security 125291472
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 50'000.00
Barrier level observation continuous
Maximum repayment 55'312.80

Coupon

Coupon (Coupon p.a.)10.63% (10.63% )
Coupon paymentguaranteed
Interest portion p.a.2.09%
Premium portion p.a.8.54%
Coupon date28.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date21.06.2023
Payment day28.06.2023
First trading day28.06.2023
Last trading day21.06.2024
Final fixing day21.06.2024
Redemption date28.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term32
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 50'000.00
Performance of underlying since issue -21.62%

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 Return2.09%
Cash value of fixed income investment upon issue97.95%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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