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ZKB Callable Reverse Convertible on worst of Nestlé N / Roche Hldg G / Swiss Re N / UBS Group N
Nestlé AG/Roche Holding AG/Swiss Re AG/UBS Group AG

ISIN: CH1214877149 Security: 121487714 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.10%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 31.05.2024 05:45:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Nestlé N95.56112.55CHF84.41 (75.00%)11.67%11.8466
Roche GS231295.475CHF221.61 (75.00%)4.07%4.5125
Swiss Re N114.795.42CHF71.57 (75.00%)37.61%13.9733
UBS Group AG28.4919.5925CHF14.69 (75.00%)48.42%68.0533

Reference data

ISIN CH1214877149
Security 121487714
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)14.70% (7.35% )
Coupon paymentguaranteed
Interest portion p.a.1.37%
Premium portion p.a.5.98%
Coupon date31.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date24.01.2023
Payment day31.01.2023
First trading day31.01.2023
Last trading day24.01.2025
Final fixing day24.01.2025
Redemption date31.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term235
Issue amount200'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -21.82%

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 Return1.37%
Cash value of fixed income investment upon issue97.31%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date31.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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