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ZKB Autocallable Reverse Convertible on worst of
Kuehne + Nagel International AG/The Swatch Group AG/Schindler Holding AG

ISIN: CH1214887254 Security: 121488725 Symbol: n.a. Life cycle
Secondary market

Bid Price 83.38%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 150'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 05:40:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Kühne + Nagel Int N247.8244.40CHF180.25 (73.75%)27.26%5.5480
The Swatch Grp A199.9329.10CHF242.71 (73.75%)-21.42%4.1201
Schindler Hldg PS238.6197.6923CHF145.80 (73.75%)38.89%6.8588

Reference data

ISIN CH1214887254
Security 121488725
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)KNIN + 6.00%
Coupon paymentguaranteed
Interest portion p.a.KNIN
Premium portion p.a.6.000%
Coupon date28.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date20.02.2023
Payment day28.02.2023
First trading day28.02.2023
Last trading day21.05.2024
Final fixing day21.05.2024
Redemption date28.05.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term3
Issue amount150'000.00

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 -39.26%

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 Return1.68%
Cash value of fixed income investment upon issue97.94%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.05.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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