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ZKB Barrier Reverse Convertible on worst of Holcim N / Straumann Hldg N / Sonova Hldg N / Logitech Intl N
Holcim Ltd/Straumann Holding AG/Sonova Holding AG/Logitech International SA

ISIN: CH1139765981 Security: 113976598 Symbol: n.a. Life cycle
redeemed

Bid Price 101.49%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 13.05.2024 09:25:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Holcim Nn.v47.10CHF47.10
(100.00%)
40.29%25.905
(55.00%)
67.16%21.2314
Straumann Hldg Nn.v116.75CHF116.75
(100.00%)
2.75%64.213
(55.00%)
46.51%8.5653
Sonova Hldg Nn.v329.10CHF329.10
(100.00%)
-21.75%181.005
(55.00%)
33.04%3.0386
Logitech Intl Nn.v59.48CHF59.48
(100.00%)
22.71%32.714
(55.00%)
57.49%16.8124

Reference data

ISIN CH1139765981
Security 113976598
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'141.12

Coupon

Coupon (Coupon p.a.)14.11% (7.05% )
Coupon paymentguaranteed
Interest portion p.a.0.10%
Premium portion p.a.6.95%
Coupon date21.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date13.05.2022
Payment day20.05.2022
First trading day20.05.2022
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 1'000.00
Performance of underlying since issue -17.87%

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 Return0.10%
Cash value of fixed income investment upon issue99.80%
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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