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ZKB Autocallable Reverse Convertible on worst of
Danone SA/International Business Machines Corp/Nestlé AG

ISIN: CH1252899864 Security: 125289986 Symbol: n.a. Life cycle
Secondary market

Bid Price 92.71%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:27

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
DANONE A65.4660.03EUR42.02 (70.00%)35.81%n.a.
IBM A222.97125.7498USD88.02 (70.00%)60.33%n.a.
Nestlé N76113.49CHF79.44 (70.00%)-4.53%n.a.

Reference data

ISIN CH1252899864
Security 125289986
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)BN + 4.96%
Coupon paymentguaranteed
Interest portion p.a.BN
Premium portion p.a.4.961%
Coupon date03.02.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date24.04.2023
Payment day02.05.2023
First trading day02.05.2023
Last trading day24.04.2026
Final fixing day24.04.2026
Redemption date04.05.2026
Redemption typeCash Settlement
Early redemptionNo
Residual term515
Issue amount30'000.00

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 -33.03%

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 Return3.21%
Cash value of fixed income investment upon issue90.93%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.05.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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