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ZKB Autocallable Reverse Convertible on worst of
Helvetia Holding AG/Swiss Life Holding AG/Swiss Re AG

ISIN: CH1252884536 Security: 125288453 Symbol: n.a. Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Helvetia Hldg N132.1120.70CHF86.07 (71.31%)31.58%58.0915
Swiss Life N673.8581.20CHF414.45 (71.31%)35.66%12.0641
Swiss Re N108.5597.70CHF69.67 (71.31%)34.46%71.7670

Reference data

ISIN CH1252884536
Security 125288453
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

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

Life cycle

Issue price100.00%
Initial fixing date03.03.2023
Payment day10.03.2023
First trading day10.03.2023
Last trading day03.06.2024
Final fixing day03.06.2024
Redemption date10.06.2024
Redemption typephysical delivery or cash settlement
Early redemption04.03.2024
Residual term0
Issue amount10'000.00

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 4.23%

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 Return1.89%
Cash value of fixed income investment upon issue97.68%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date10.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date04.03.2024
Redemption amount5'000.00

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