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ZKB Autocallable Reverse Convertible on worst of
Baloise-Holding AG/Schindler Holding AG/Stadler Rail AG

ISIN: CH1252900290 Security: 125290029 Symbol: n.a. Life cycle
Secondary market

Bid Price 95.97%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 10.05.2024 05:40:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Bâloise-Hldg N145.5149.20CHF104.44 (70.00%)28.22%47.8744
Schindler Hldg PS237.4199.1610CHF139.41 (70.00%)41.28%35.8647
Stadler Rail N29.2537.05CHF25.94 (70.00%)11.33%192.7897

Reference data

ISIN CH1252900290
Security 125290029
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)BALN + 5.60%
Coupon paymentguaranteed
Interest portion p.a.BALN
Premium portion p.a.5.602%
Coupon date28.04.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date24.04.2023
Payment day27.04.2023
First trading day27.04.2023
Last trading day20.04.2026
Final fixing day20.04.2026
Redemption date27.04.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term708
Issue amount50'000.00

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 -21.05%

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 Return1.94%
Cash value of fixed income investment upon issue94.41%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.04.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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