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ZKB Callable Barrier Reverse Convertible on worst of
Swiss Re AG/Helvetia Holding AG/Baloise-Holding AG

ISIN: CH1105884956 Security: 110588495 Symbol: n.a. Life cycle
redeemed

Bid Price 100.00%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 40'000.00

Volume n.a.

Date/time (realtime) 28.03.2024 05:40:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Swiss Re N112.180.28CHF80.28
(100.00%)
30.76%47.370
(59.00%)
59.15%12.4564
Helvetia Hldg N129.2103.10CHF103.10
(100.00%)
17.06%60.800
(59.00%)
51.09%9.6993
Bâloise-Hldg N154142.40CHF142.40
(100.00%)
-0.78%84.000
(59.00%)
40.55%7.0225

Reference data

ISIN CH1105884956
Security 110588495
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'142.99

Coupon

Coupon (Coupon p.a.)14.30% (4.76% )
Coupon paymentguaranteed
Interest portion p.a.0.00%
Premium portion p.a.4.76%
Coupon date07.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date28.09.2021
Payment day05.10.2021
First trading day05.10.2021
Last trading day30.09.2024
Final fixing day30.09.2024
Redemption date07.10.2024
Redemption typephysical delivery or cash settlement
Early redemption28.03.2024
Residual term129
Issue amount40'000.00

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 -0.77%

Product type

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

Legal parties

Issuer Zürcher Kantonalbank, Zürich
Keep-Well Agreement
Issuer rating Standard & Poor's AAA, Moody's Aaa, Fitch AAA
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 date07.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date28.03.2024
Redemption amount1'000.00

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