Inhaltsseite: Home

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

ISIN: CH1252893255 Security: 125289325 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.05%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 31.05.2024 05:45:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Roche GS231256.15CHF192.11 (75.00%)16.83%26.0264
Swiss Re N114.792.31CHF69.23 (75.00%)39.64%72.2204
Zurich Insurance N473.7426.20CHF319.65 (75.00%)32.52%15.6421

Reference data

ISIN CH1252893255
Security 125289325
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)ROG + 5.46%
Coupon paymentguaranteed
Interest portion p.a.ROG
Premium portion p.a.5.455%
Coupon date04.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date28.03.2023
Payment day04.04.2023
First trading day04.04.2023
Last trading day27.03.2026
Final fixing day27.03.2026
Redemption date07.04.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term662
Issue amount30'000.00

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 -9.82%

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 Return1.80%
Cash value of fixed income investment upon issue94.77%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.04.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading