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ZKB Barrier Reverse Convertible on worst of Alcon N / Straumann Hldg N / Sonova Hldg N
Alcon AG/Straumann Holding AG/Sonova Holding AG

ISIN: CH1139766369 Security: 113976636 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.27%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 25'000.00

Volume n.a.

Date/time (realtime) 28.05.2024 05:35:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Alcon N80.8671.00CHF71.00
(100.00%)
12.19%49.700
(70.00%)
38.54%14.0845
Straumann Hldg N117121.10CHF121.10
(100.00%)
-3.50%84.770
(70.00%)
27.55%8.2576
Sonova Hldg N288.3332.00CHF332.00
(100.00%)
-15.16%232.400
(70.00%)
19.39%3.0120

Reference data

ISIN CH1139766369
Security 113976636
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'185.65

Coupon

Coupon (Coupon p.a.)18.56% (8.91% )
Coupon paymentguaranteed
Interest portion p.a.0.25%
Premium portion p.a.8.66%
Coupon date24.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date17.05.2022
Payment day24.05.2022
First trading day24.05.2022
Last trading day17.06.2024
Final fixing day17.06.2024
Redemption date24.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term18
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 -13.16%

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 Return0.25%
Cash value of fixed income investment upon issue99.47%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date24.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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