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ZKB Autocallable Barrier Reverse Convertible on worst of
Swiss Re AG/Holcim Ltd/UBS Group AG/The Swatch Group AG

ISIN: CH1132885455 Security: 113288545 Symbol: n.a. Life cycle
Secondary market

Bid Price 15.24%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 14.08.2024 05:40:22

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Swiss Re N106.187.24CHF87.24
(100.00%)
17.78%43.620
(50.00%)
58.89%11.4626
Holcim N76.8646.23CHF46.23
(100.00%)
39.85%23.115
(50.00%)
69.93%21.6310
UBS Group AG26.45193.3793CHF193.38
(100.00%)
-631.11%96.690
(50.00%)
-265.56%5.1712
The Swatch Grp A183.65292.00CHF292.00
(100.00%)
-59.00%146.000
(50.00%)
20.50%3.4247

Reference data

ISIN CH1132885455
Security 113288545
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)SREN + 4.90%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date22.11.2021
Payment day29.11.2021
First trading day29.11.2021
Last trading day22.11.2024
Final fixing day22.11.2024
Redemption date29.11.2024
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date22.11.2024
Residual term98
Issue amount50'000.00

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 -86.32%

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 date29.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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