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ZKB Autocallable Reverse Convertible on worst of
Roche Holding AG/Givaudan AG/Zurich Insurance Group AG

ISIN: CH1252886648 Security: 125288664 Symbol: n.a. Life cycle
redeemed

Bid Price 100.48%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 40'000.00

Volume n.a.

Date/time (realtime) 11.09.2023 05:40:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Roche GS230.4263.65CHF191.15 (72.50%)24.72%26.1580
Givaudan N42252'730.00CHF1'979.25 (72.50%)31.35%2.5262
Zurich Insurance N470432.80CHF313.78 (72.50%)24.32%15.9347

Reference data

ISIN CH1252886648
Security 125288664
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)ROG + 6.00%
Coupon paymentguaranteed
Interest portion p.a.ROG
Premium portion p.a.6.000%
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 term15
Issue amount40'000.00

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 -4.21%

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 Return2.08%
Cash value of fixed income investment upon issue97.46%
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 amount5'000.00

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