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ZKB Autocallable Reverse Convertible on worst of
Anheuser-Busch InBev SA/NV/Danone SA/Unilever NV

ISIN: CH1252893263 Security: 125289326 Symbol: n.a. Life cycle
Secondary market

Bid Price 97.74%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 40'000.00

Volume n.a.

Date/time (realtime) 10.05.2024 05:40:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Anheuser-Busch A59.4858.045EUR40.63 (70.00%)31.69%24.6114
DANONE A59.556.885EUR39.82 (70.00%)33.08%25.1133
Unilever PLC N49.848.0325EUR33.62 (70.00%)32.48%29.7418

Reference data

ISIN CH1252893263
Security 125289326
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)ABI + 4.68%
Coupon paymentguaranteed
Interest portion p.a.ABI
Premium portion p.a.4.684%
Coupon date04.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date28.03.2023
Payment day04.04.2023
First trading day04.04.2023
Last trading day27.03.2026
Final fixing day27.03.2026
Redemption date07.04.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term684
Issue amount40'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue 2.47%

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 Return2.96%
Cash value of fixed income investment upon issue91.60%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.04.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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