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5.04% p.a. ZKB Callable Barrier Reverse Convertible, 30.09.2024 on worst of NESN SE/ROG SE/ABBN SE/NOVN SDZ SE/UBSG SE
ABB - Accelleron Basket/Nestlé AG/Novartis - Sandoz Basket/Roche Holding AG/UBS Group AG

ISIN: CH1132875621 Security: 113287562 Symbol: n.a. Life cycle
redeemed

Bid Price 100.25%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 24.06.2024 08:00:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ABB N49.9432.18CHF32.18
(100.00%)
35.37%15.768
(49.00%)
68.33%155.3760
Nestlé N92.56114.64CHF114.64
(100.00%)
-22.35%56.174
(49.00%)
40.05%43.6148
Novartis N97.0977.07CHF77.07
(100.00%)
18.00%37.764
(49.00%)
59.82%64.8761
Roche GS244.6339.35CHF339.35
(100.00%)
-34.24%166.282
(49.00%)
34.22%14.7341
UBS Group AG27.1114.125CHF14.13
(100.00%)
47.74%6.921
(49.00%)
74.39%353.9823

Reference data

ISIN CH1132875621
Security 113287562
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'757.92

Coupon

Coupon (Coupon p.a.)15.16% (5.04% )
Coupon paymentguaranteed
Interest portion p.a.0.00%
Premium portion p.a.5.04%
Coupon date30.09.2024
Day count convention30/360 (German), modified following
Accrued coupon1.23%

Life cycle

Issue price100.00%
Initial fixing date21.09.2021
Payment day28.09.2021
First trading day28.09.2021
Last trading day23.09.2024
Final fixing day23.09.2024
Redemption date30.09.2024
Redemption typephysical delivery or cash settlement
Early redemption21.06.2024
Residual term74
Issue amount50'000.00

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 -25.50%

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 date30.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date21.06.2024
Redemption amount5'000.00

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