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ZKB Barrier Reverse Convertible on worst of Geberit N / VAT Group N / Bucher Industries N
Geberit AG/VAT Group AG/Bucher Industries AG

ISIN: CH1139767243 Security: 113976724 Symbol: n.a. Life cycle
redeemed

Bid Price 102.21%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 23.05.2024 10:15:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Geberit Nn.v519.80CHF519.80
(100.00%)
7.71%311.880
(60.00%)
44.62%1.9238
VAT Group Nn.v274.20CHF274.20
(100.00%)
44.26%164.520
(60.00%)
66.55%3.6470
Bucher Industries Nn.v335.60CHF335.60
(100.00%)
11.80%201.360
(60.00%)
47.08%2.9797

Reference data

ISIN CH1139767243
Security 113976724
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'198.15

Coupon

Coupon (Coupon p.a.)19.82% (9.91% )
Coupon paymentguaranteed
Interest portion p.a.0.25%
Premium portion p.a.9.66%
Coupon date30.05.2024
Day count convention30/360 (German), modified following
Accrued coupon2.39%

Life cycle

Issue price100.00%
Initial fixing date23.05.2022
Payment day31.05.2022
First trading day31.05.2022
Last trading day23.05.2024
Final fixing day23.05.2024
Redemption date30.05.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
Issue amount30'000.00

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 8.35%

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 issue99.51%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date30.05.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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