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ZKB Autocallable Reverse Convertible on worst of
Baloise-Holding AG/Swiss Life Holding AG/Zurich Insurance Group AG

ISIN: CH1252906602 Security: 125290660 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
Bâloise-Hldg N152.8141.00CHF119.85 (85.00%)19.46%41.7188
Swiss Life N630.8534.80CHF454.58 (85.00%)31.39%10.9992
Zurich Insurance N470428.30CHF364.06 (85.00%)22.39%13.7342

Reference data

ISIN CH1252906602
Security 125290660
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)BALN + 7.11%
Coupon paymentguaranteed
Interest portion p.a.BALN
Premium portion p.a.7.109%
Coupon date26.05.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date16.05.2023
Payment day24.05.2023
First trading day24.05.2023
Last trading day19.05.2025
Final fixing day19.05.2025
Redemption date26.05.2025
Redemption typephysical delivery or cash settlement
Early redemption16.05.2024
Residual term356
Issue amount20'000.00

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 5.53%

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 Return1.73%
Cash value of fixed income investment upon issue96.62%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date16.05.2024
Redemption amount5'000.00

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