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ZKB Autocallable Reverse Convertible on worst of Swisscom N / SPS N / Zurich Insur Gr N
Swisscom AG/Swiss Prime Site AG/Zurich Insurance Group AG

ISIN: CH1214872728 Security: 121487272 Symbol: n.a. Life cycle
Secondary market

Bid Price 97.43%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 10.05.2024 05:40:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Swisscom N501546.20CHF436.96 (80.00%)12.78%11.4427
Swiss Prime Site N85.685.05CHF68.04 (80.00%)20.51%73.4862
Zurich Insurance N457.4449.90CHF359.92 (80.00%)21.31%13.8920

Reference data

ISIN CH1214872728
Security 121487272
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)SCMN + 4.96%
Coupon paymentguaranteed
Interest portion p.a.SCMN
Premium portion p.a.4.961%
Coupon date19.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date12.01.2023
Payment day19.01.2023
First trading day19.01.2023
Last trading day12.01.2026
Final fixing day12.01.2026
Redemption date19.01.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term611
Issue amount100'000.00

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 -8.28%

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 Return1.34%
Cash value of fixed income investment upon issue96.07%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.01.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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