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ZKB Autocallable Reverse Convertible on worst of
Sanofi SA/Unilever NV/Danone SA

ISIN: CH1252886630 Security: 125288663 Symbol: n.a. Life cycle
redeemed

Bid Price 100.70%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 11.09.2023 03:25:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Sanofi A90.1689.55EUR66.27 (74.00%)34.57%15.0905
Unilever PLC N50.6446.045EUR34.07 (74.00%)27.63%29.3485
DANONE A59.2455.01EUR40.71 (74.00%)24.53%24.5656

Reference data

ISIN CH1252886630
Security 125288663
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)SAN + 7.00%
Coupon paymentguaranteed
Interest portion p.a.SAN
Premium portion p.a.7.000%
Coupon date17.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date10.03.2023
Payment day17.03.2023
First trading day17.03.2023
Last trading day10.06.2024
Final fixing day10.06.2024
Redemption date17.06.2024
Redemption typephysical delivery or cash settlement
Early redemption11.09.2023
Residual term17
Issue amount50'000.00

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 -1.95%

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 Return3.63%
Cash value of fixed income investment upon issue95.64%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date11.09.2023
Redemption amount1'000.00

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