Inhaltsseite: Home

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

ISIN: CH1139754779 Security: 113975477 Symbol: n.a. Life cycle
Secondary market

Bid Price 91.73%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 16.05.2024 05:40:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Roche GS234.8342.65CHF342.65
(100.00%)
-45.93%188.458
(55.00%)
19.74%n.a.
Nestlé N95.42117.90CHF117.90
(100.00%)
-23.56%64.845
(55.00%)
32.04%n.a.

Reference data

ISIN CH1139754779
Security 113975477
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'087.89

Coupon

Coupon (Coupon p.a.)8.79% (2.93% )
Coupon paymentguaranteed
Interest portion p.a.0.26%
Premium portion p.a.2.67%
Coupon date21.05.2024
Day count convention30/360 (German), modified following
Accrued coupon0.72%

Life cycle

Issue price100.00%
Initial fixing date14.02.2022
Payment day21.02.2022
First trading day21.02.2022
Last trading day14.02.2025
Final fixing day14.02.2025
Redemption date21.02.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term272
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -31.48%

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 Return0.26%
Cash value of fixed income investment upon issue99.24%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading