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ZKB Barrier Reverse Convertible with Conditional Coupon on worst of
Swiss Life Holding AG/Roche Holding AG/Novartis - Sandoz Basket/Nestlé AG

ISIN: CH1252914275 Security: 125291427 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.69%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 31.05.2024 05:45:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Swiss Life N627.8537.90CHF537.900 (100.00%)14.32%403.425 (75.00%)35.74%
Roche GS231277.70CHF277.700 (100.00%)-20.22%208.275 (75.00%)9.84%
NOVN SDZ Basket95.56107.89CHF91.130 (100.00%)-4.12%68.348 (75.00%)21.91%

Reference data

ISIN CH1252914275
Security 125291427
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier observation continuous

Coupon

Coupon (Coupon p.a.)1.00%
Coupon paymentbedingt
Memory effectNein
Coupon Level75.00%

Life cycle

Issue price100.00%
Initial fixing date20.06.2023
Payment day27.06.2023
First trading day27.06.2023
Last trading day20.06.2024
Final fixing day20.06.2024
Redemption date27.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation daten.a.
Residual term17
Issue amount100'000.00

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 -16.82%

Product type

SSPA derivative category Yield enhancement
SSPA code Express certificate (1260)

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 taxNo
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 Return0.00%
Cash value of fixed income investment upon issue100.00%
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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