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ZKB Reverse Convertible on worst of
S&P 500®/Swiss Market Index SMI/EURO STOXX 50

ISIN: CH1252916270 Security: 125291627 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.03%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 500'000.00

Volume n.a.

Date/time (realtime) 10.05.2024 02:20:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
S&P 500® Indexn.a.4'341.8891USD3'305.48 (76.13%)36.60%n.a.
SMI® Index11730.5811'155.9693CHF8'493.04 (76.13%)27.59%n.a.
EURO STOXX 50® Index5091.334'292.5955EUR3'267.95 (76.13%)35.80%n.a.

Reference data

ISIN CH1252916270
Security 125291627
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)2.51% (2.50% )
Coupon paymentguaranteed
Interest portion p.a.1.94%
Premium portion p.a.0.56%
Coupon date05.07.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.06.2023
Payment day05.07.2023
First trading day05.07.2023
Last trading day27.06.2024
Final fixing day27.06.2024
Redemption date05.07.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term47
Issue amount500'000.00

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 marketNo
Stamp duty payable upon delivery of the securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.94%
Cash value of fixed income investment upon issue98.10%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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