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

ISIN: CH1252914598 Security: 125291459 Symbol: n.a. Life cycle
Secondary market

Bid Price 95.88%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

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

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Holcim N81.659.19CHF59.190 (100.00%)27.46%45.576 (77.00%)44.15%
Roche GS225.1274.625CHF274.625 (100.00%)-22.00%211.461 (77.00%)6.06%
NOVN SDZ Basket95.18108.06CHF90.630 (100.00%)-3.55%69.785 (77.00%)20.26%

Reference data

ISIN CH1252914598
Security 125291459
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier observation continuous

Coupon

Coupon (Coupon p.a.)1.04%
Coupon paymentbedingt
Memory effectNein
Coupon Level75.00%

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 redemptionYes
Next observation date21.05.2024
Residual term39
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 -18.03%

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

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