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ZKB Autocallable Reverse Convertible on worst of
Baloise-Holding AG/Swiss Life Holding AG/Zurich Insurance Group AG

ISIN: CH1214853504 Security: 121485350 Symbol: n.a. Life cycle
redeemed

Bid Price 102.99%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 16.10.2023 08:00:02

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Bâloise-Hldg N155.7125.90CHF74.26 (58.98%)41.90%67.3348
Swiss Life N637.4438.60CHF258.69 (58.98%)55.26%19.3284
Zurich Insurance N479.6390.50CHF230.32 (58.98%)46.20%21.7092

Reference data

ISIN CH1214853504
Security 121485350
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)BALN + 4.00%
Coupon paymentguaranteed
Interest portion p.a.BALN
Premium portion p.a.4.000%
Coupon date21.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date13.10.2022
Payment day20.10.2022
First trading day20.10.2022
Last trading day13.10.2025
Final fixing day13.10.2025
Redemption date20.10.2025
Redemption typephysical delivery or cash settlement
Early redemption13.10.2023
Residual term490
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue 1.51%

Product type

SSPA derivative category Yield enhancement
SSPA code Reverse convertible (1220)

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.53%
Cash value of fixed income investment upon issue95.54%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.10.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date13.10.2023
Redemption amount5'000.00

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