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ZKB Callable Barrier Reverse Convertible on worst of
Nestlé AG/Novartis - Sandoz Basket/Roche Holding AG/Zurich Insurance Group AG/UBS Group AG

ISIN: CH0585326637 Security: 58532663 Symbol: n.a. Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé Nn.v115.84CHF115.84
(100.00%)
-14.24%63.712
(55.00%)
37.17%8.6326
Novartis Nn.v84.18CHF84.18
(100.00%)
4.48%46.299
(55.00%)
47.47%11.8793
Roche GSn.v354.15CHF354.15
(100.00%)
-41.18%194.783
(55.00%)
22.35%2.8237
Zurich Insurance Nn.v362.10CHF362.10
(100.00%)
13.95%199.155
(55.00%)
52.67%2.7617
UBS Group AGn.v13.62CHF13.62
(100.00%)
38.48%7.491
(55.00%)
66.17%73.4214

Reference data

ISIN CH0585326637
Security 58532663
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'168.44

Coupon

Coupon (Coupon p.a.)16.84% (6.74% )
Coupon paymentguaranteed
Interest portion p.a.0.00%
Premium portion p.a.6.74%
Coupon daten.a.
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date08.07.2021
Payment day15.07.2021
First trading day15.07.2021
Last trading day08.01.2024
Final fixing day08.01.2024
Redemption date15.01.2024
Redemption typephysical delivery or cash settlement
Early redemption09.10.2023
Residual term0
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 -29.17%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

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 taxNo
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 Return0.00%
Cash value of fixed income investment upon issue100.00%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date15.01.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date09.10.2023
Redemption amount1'000.00

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