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ZKB Barrier Reverse Convertible on worst of
Swisscom AG/UBS Group AG/Novartis - Sandoz Basket

ISIN: CH1139739978 Security: 113973997 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.09%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 25'000.00

Volume n.a.

Date/time (realtime) 23.08.2024 05:20:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Swisscom N534516.40CHF516.40
(100.00%)
3.30%284.020
(55.00%)
46.81%1.9365
UBS Group AG26.4316.545CHF16.55
(100.00%)
37.40%9.100
(55.00%)
65.57%60.4412

Reference data

ISIN CH1139739978
Security 113973997
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'150.04

Coupon

Coupon (Coupon p.a.)15.00% (5.00% )
Coupon paymentguaranteed
Interest portion p.a.0.00%
Premium portion p.a.5.00%
Coupon date04.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date28.10.2021
Payment day04.11.2021
First trading day04.11.2021
Last trading day28.10.2024
Final fixing day28.10.2024
Redemption date04.11.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term63
Issue amount25'000.00

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 3.41%

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 taxYes
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 date04.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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