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ZKB Reverse Convertible on worst of
Givaudan AG/Nestlé AG/Roche Holding AG/SGS Ltd

ISIN: CH1252908491 Security: 125290849 Symbol: n.a. Life cycle
Secondary market

Bid Price 97.93%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 11:30:12

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Givaudan N42863'010.00CHF2'408.00 (80.00%)43.90%8.3056
Nestlé N94.44111.08CHF88.86 (80.00%)5.90%225.0630
Roche GS279.2288.425CHF230.74 (80.00%)17.39%86.6776
SGS N82.5481.09CHF64.87 (80.00%)21.44%308.2994

Reference data

ISIN CH1252908491
Security 125290849
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 20'000.00

Coupon

Coupon (Coupon p.a.)12.23% (6.11% )
Coupon paymentguaranteed
Interest portion p.a.1.88%
Premium portion p.a.4.23%
Coupon date02.06.2025
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date25.05.2023
Payment day02.06.2023
First trading day02.06.2023
Last trading day23.05.2025
Final fixing day23.05.2025
Redemption date02.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term304
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 20'000.00
Performance of underlying since issue -14.98%

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 Return1.88%
Cash value of fixed income investment upon issue96.34%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date02.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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