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ZKB Barrier Reverse Convertible on worst of Nestlé N / Givaudan N / Swisscom N
Nestlé AG/Givaudan AG/Swisscom AG

ISIN: CH1139765817 Security: 113976581 Symbol: n.a. Life cycle
redeemed

Bid Price 108.26%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 13.05.2024 09:20:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé Nn.v121.59CHF121.59
(100.00%)
-27.59%60.795
(50.00%)
36.21%41.1218
Givaudan Nn.v3'582.00CHF3'582.00
(100.00%)
12.29%1'791.000
(50.00%)
56.15%1.3959
Swisscom Nn.v584.40CHF584.40
(100.00%)
-15.95%292.200
(50.00%)
42.02%8.5558

Reference data

ISIN CH1139765817
Security 113976581
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'427.05

Coupon

Coupon (Coupon p.a.)8.54% (4.26% )
Coupon paymentguaranteed
Interest portion p.a.0.11%
Premium portion p.a.4.15%
Coupon date21.05.2024
Day count convention30/360 (German), modified following
Accrued coupon8.48%

Life cycle

Issue price100.00%
Initial fixing date12.05.2022
Payment day19.05.2022
First trading day19.05.2022
Last trading day13.05.2024
Final fixing day13.05.2024
Redemption date21.05.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -21.62%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.11%
Cash value of fixed income investment upon issue99.79%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.05.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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