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ZKB Barrier Reverse Convertible on worst of
Roche Holding AG/Novartis - Sandoz Basket/Nestlé AG

ISIN: CH1139752088 Security: 113975208 Symbol: n.a. Life cycle
Secondary market

Bid Price 92.62%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 25'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 05:45:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Roche GS237.1354.30CHF354.30
(100.00%)
-49.43%194.865
(55.00%)
17.81%2.8225
Nestlé N96.62117.16CHF117.16
(100.00%)
-21.26%64.438
(55.00%)
33.31%8.5353

Reference data

ISIN CH1139752088
Security 113975208
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'104.84

Coupon

Coupon (Coupon p.a.)10.48% (3.49% )
Coupon paymentguaranteed
Interest portion p.a.0.00%
Premium portion p.a.3.49%
Coupon date05.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date28.01.2022
Payment day04.02.2022
First trading day04.02.2022
Last trading day28.01.2025
Final fixing day28.01.2025
Redemption date04.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term254
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 -33.08%

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 date04.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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