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

ISIN: CH1252906883 Security: 125290688 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 N149.7140.50CHF99.59 (70.88%)33.21%50.2077
Swiss Re N110.189.10CHF63.15 (70.88%)41.42%79.1714
Zurich Insurance N471.8428.65CHF303.83 (70.88%)34.27%16.4567

Reference data

ISIN CH1252906883
Security 125290688
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)BALN + 6.00%
Coupon paymentguaranteed
Interest portion p.a.BALN
Premium portion p.a.6.000%
Coupon date24.05.2024
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 day18.05.2026
Final fixing day18.05.2026
Redemption date26.05.2026
Redemption typephysical delivery or cash settlement
Early redemption16.05.2024
Residual term729
Issue amount10'000.00

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 6.12%

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 Return1.76%
Cash value of fixed income investment upon issue94.90%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.05.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date16.05.2024
Redemption amount5'000.00

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