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ZKB Autocallable Reverse Convertible on worst of
Airbus SE/Deutsche Post AG/Siemens AG

ISIN: CH1214882149 Security: 121488214 Symbol: n.a. Life cycle
redeemed

Bid Price 103.94%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 06.02.2024 11:25:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Airbus Group A158.46115.17EUR61.43 (53.34%)59.33%16.2782
Deutsche Post N39.242.03EUR22.42 (53.34%)48.83%44.6054
Siemens N177.26142.71EUR76.12 (53.34%)53.75%13.1369

Reference data

ISIN CH1214882149
Security 121488214
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)AIR + 5.00%
Coupon paymentguaranteed
Interest portion p.a.AIR
Premium portion p.a.5.000%
Coupon date13.02.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date06.02.2023
Payment day13.02.2023
First trading day13.02.2023
Last trading day06.02.2026
Final fixing day06.02.2026
Redemption date13.02.2026
Redemption typephysical delivery or cash settlement
Early redemption06.02.2024
Residual term618
Issue amount200'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue 4.24%

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 Return2.84%
Cash value of fixed income investment upon issue91.93%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date13.02.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date06.02.2024
Redemption amount1'000.00

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