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ZKB Autocallable Reverse Convertible on worst of
Anheuser-Busch InBev SA/NV/Johnson & Johnson/Procter & Gamble Co

ISIN: CH1252910117 Security: 125291011 Symbol: n.a. Life cycle
redeemed

Bid Price 101.43%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 60'000.00

Volume n.a.

Date/time (realtime) 05.12.2023 02:25:09

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Anheuser-Busch A55.4650.32EUR42.77 (85.00%)26.72%n.a.
Johnson & Johnson A145.54154.54USD131.36 (85.00%)17.32%n.a.
Procter & Gamble A166.79143.96USD122.37 (85.00%)19.53%n.a.

Reference data

ISIN CH1252910117
Security 125291011
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)ABI + 10.00%
Coupon paymentguaranteed
Interest portion p.a.ABI
Premium portion p.a.10.000%
Coupon date12.09.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date01.06.2023
Payment day12.06.2023
First trading day12.06.2023
Last trading day03.09.2024
Final fixing day03.09.2024
Redemption date12.09.2024
Redemption typeCash Settlement
Early redemption05.12.2023
Residual term78
Issue amount60'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 2.81%

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 Return4.84%
Cash value of fixed income investment upon issue94.27%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date05.12.2023
Redemption amount1'000.00

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