Inhaltsseite: Home

ZKB Callable Reverse Convertible on worst of
Bank of America Corp/Citigroup Inc/Goldman Sachs Group Inc

ISIN: CH1252890608 Security: 125289060 Symbol: n.a. Life cycle
redeemed

Bid Price 101.17%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 5'000'000.00

Volume n.a.

Date/time (realtime) 18.12.2023 11:05:10

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Bank of America A37.327.75USD13.88 (50.00%)58.71%72.0721
Citigroup A56.1144.09USD22.05 (50.00%)55.76%45.3618
Goldman Sachs Grp A473.01309.53USD154.77 (50.00%)59.33%6.4614

Reference data

ISIN CH1252890608
Security 125289060
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)13.68% (9.12% )
Coupon paymentguaranteed
Interest portion p.a.4.22%
Premium portion p.a.4.90%
Coupon date27.09.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date20.03.2023
Payment day27.03.2023
First trading day27.03.2023
Last trading day20.09.2024
Final fixing day20.09.2024
Redemption date27.09.2024
Redemption typeCash Settlement
Early redemption18.12.2023
Residual term42
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 13.02%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.22%
Cash value of fixed income investment upon issue93.99%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date18.12.2023
Redemption amount1'000.00

Ajax loading