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ZKB Barrier Reverse Convertible on worst of
Givaudan AG/Swisscom AG/Roche Holding AG/Lonza Group AG

ISIN: CH1139752377 Security: 113975237 Symbol: n.a. Life cycle
Secondary market

Bid Price 76.28%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 22'000.00

Volume n.a.

Date/time (realtime) 31.10.2024 05:40:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Givaudan N40973'820.00CHF3'820.00
(100.00%)
6.76%n.v.n.vn.a.
Swisscom N526530.40CHF530.40
(100.00%)
-0.84%n.v.n.vn.a.
Roche GS267.9357.70CHF357.70
(100.00%)
-33.52%n.v.n.vn.a.
Lonza Grp N532.6630.00CHF630.00
(100.00%)
-18.29%Hitn.vn.a.

Reference data

ISIN CH1139752377
Security 113975237
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'232.04

Coupon

Coupon (Coupon p.a.)23.20% (7.73% )
Coupon paymentguaranteed
Interest portion p.a.1.34%
Premium portion p.a.6.39%
Coupon date07.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date31.01.2022
Payment day07.02.2022
First trading day07.02.2022
Last trading day31.01.2025
Final fixing day31.01.2025
Redemption date07.02.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term91
Issue amount22'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -25.10%

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 taxYes
Withholding taxYes
Stamp duty payable in the secondary marketYes
Stamp duty payable upon delivery of the securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.34%
Cash value of fixed income investment upon issue96.08%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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