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ZKB Callable Reverse Convertible on worst of
Alcon AG/Emmi AG/Geberit AG

ISIN: CH1214883519 Security: 121488351 Symbol: n.a. Life cycle
redeemed

Bid Price 101.00%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 5'000'000.00

Volume n.a.

Date/time (realtime) 07.05.2024 05:05:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Alcon N73.669.78CHF55.82 (80.00%)23.90%17.9134
Emmi N935857.00CHF685.60 (80.00%)24.99%1.4586
Geberit N550.6510.80CHF408.64 (80.00%)24.85%2.4471

Reference data

ISIN CH1214883519
Security 121488351
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)12.23% (8.15% )
Coupon paymentguaranteed
Interest portion p.a.1.57%
Premium portion p.a.6.58%
Coupon date15.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date08.02.2023
Payment day15.02.2023
First trading day15.02.2023
Last trading day08.08.2024
Final fixing day08.08.2024
Redemption date15.08.2024
Redemption typeCash Settlement
Early redemption07.05.2024
Residual term87
Issue amount5'000'000.00

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 5.13%

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 Return1.57%
Cash value of fixed income investment upon issue97.69%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date15.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date07.05.2024
Redemption amount1'000.00

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