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ZKB Autocallable Reverse Convertible on worst of
Swiss Re AG/Zurich Insurance Group AG/Holcim Ltd

ISIN: CH1252897074 Security: 125289707 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
Swiss Re N101.2594.52CHF70.89 (75.00%)28.02%70.5318
Zurich Insurance N450.2431.40CHF323.55 (75.00%)26.86%15.4536
Holcim N75.156.63CHF42.47 (75.00%)34.03%117.7232

Reference data

ISIN CH1252897074
Security 125289707
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)SREN + 4.91%
Coupon paymentguaranteed
Interest portion p.a.SREN
Premium portion p.a.4.913%
Coupon daten.a.
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date13.04.2023
Payment day20.04.2023
First trading day20.04.2023
Last trading day15.04.2024
Final fixing day15.04.2024
Redemption date22.04.2024
Redemption typephysical delivery or cash settlement
Early redemption15.01.2024
Residual term0
Issue amount100'000.00

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 2.55%

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 marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.90%
Cash value of fixed income investment upon issue98.12%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date22.04.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date15.01.2024
Redemption amount5'000.00

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