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

ISIN: CH1139750454 Security: 113975045 Symbol: n.a. Life cycle
Secondary market

Bid Price 94.42%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 10.05.2024 05:35:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Zurich Insurance N457.4435.40CHF435.40
(100.00%)
4.81%243.824
(56.00%)
46.69%2.2967
Swiss Re N106.0596.10CHF96.10
(100.00%)
9.38%53.816
(56.00%)
49.25%10.4058
Roche GS225.1365.25CHF365.25
(100.00%)
-62.26%204.540
(56.00%)
9.13%2.7379

Reference data

ISIN CH1139750454
Security 113975045
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'152.93

Coupon

Coupon (Coupon p.a.)15.29% (6.10% )
Coupon paymentguaranteed
Interest portion p.a.0.00%
Premium portion p.a.6.10%
Coupon date29.07.2024
Day count convention30/360 (German), modified following
Accrued coupon0.25%

Life cycle

Issue price100.00%
Initial fixing date20.01.2022
Payment day27.01.2022
First trading day27.01.2022
Last trading day22.07.2024
Final fixing day22.07.2024
Redemption date29.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term70
Issue amount100'000.00

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 -38.37%

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 date29.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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