Inhaltsseite: Home

ZKB Autocallable Reverse Convertible on worst of
Julius Baer Gruppe AG/Zurich Insurance Group AG

ISIN: CH1252906636 Security: 125290663 Symbol: n.a. Life cycle
redeemed

Bid Price 102.52%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 95'000.00

Volume n.a.

Date/time (realtime) 16.05.2024 10:15:22

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Julius Baer Grp N54.4861.58CHF49.26 (80.00%)9.64%101.4940
Zurich Insurance N471.8428.65CHF342.92 (80.00%)25.81%14.5807

Reference data

ISIN CH1252906636
Security 125290663
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)BAER + 5.56%
Coupon paymentguaranteed
Interest portion p.a.BAER
Premium portion p.a.5.556%
Coupon date24.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date16.05.2023
Payment day24.05.2023
First trading day24.05.2023
Last trading day16.05.2024
Final fixing day16.05.2024
Redemption date24.05.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
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 -11.46%

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 marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.79%
Cash value of fixed income investment upon issue98.25%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date24.05.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading