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ZKB Callable Reverse Convertible on worst of
UBS Group AG/Swisscom AG/Swiss Life Holding AG/Swiss Re AG/Holcim Ltd

ISIN: CH1214868726 Security: 121486872 Symbol: n.a. Life cycle
redeemed

Bid Price 100.91%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 21.12.2023 05:35:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
UBS Group AG24.7217.2575CHF12.94 (75.00%)50.82%77.2611
Swisscom N521.5509.00CHF381.75 (75.00%)24.70%2.6195
Swiss Life N643.4479.80CHF359.85 (75.00%)37.76%2.7789
Swiss Re N102.5587.18CHF65.39 (75.00%)31.42%15.2940
Holcim N76.1847.66CHF35.75 (75.00%)46.28%27.9759

Reference data

ISIN CH1214868726
Security 121486872
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)16.46% (8.23% )
Coupon paymentguaranteed
Interest portion p.a.1.61%
Premium portion p.a.6.62%
Coupon date03.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date23.12.2022
Payment day03.01.2023
First trading day03.01.2023
Last trading day23.12.2024
Final fixing day23.12.2024
Redemption date03.01.2025
Redemption typephysical delivery or cash settlement
Early redemption21.12.2023
Residual term136
Issue amount20'000.00

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 -0.39%

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 Return1.61%
Cash value of fixed income investment upon issue96.85%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date21.12.2023
Redemption amount1'000.00

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