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ZKB Barrier Reverse Convertible on worst of Roche Hldg G / Alcon N / Nestlé N
Roche Holding AG/Alcon AG/Nestlé AG

ISIN: CH1139767425 Security: 113976742 Symbol: n.a. Life cycle
Secondary market

Bid Price 76.54%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 75'000.00

Volume n.a.

Date/time (realtime) 28.05.2024 05:40:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Roche GS228.8326.30CHF326.30
(100.00%)
-42.61%244.725
(75.00%)
-6.96%3.0647
Alcon N80.8670.54CHF70.54
(100.00%)
12.76%52.905
(75.00%)
34.57%14.1764
Nestlé N91.64114.06CHF114.06
(100.00%)
-24.47%85.545
(75.00%)
6.65%8.7673

Reference data

ISIN CH1139767425
Security 113976742
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'158.33

Coupon

Coupon (Coupon p.a.)15.83% (7.03% )
Coupon paymentguaranteed
Interest portion p.a.0.33%
Premium portion p.a.6.70%
Coupon date02.09.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date24.05.2022
Payment day01.06.2022
First trading day01.06.2022
Last trading day26.08.2024
Final fixing day26.08.2024
Redemption date02.09.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term89
Issue amount75'000.00

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 -29.88%

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 Return0.33%
Cash value of fixed income investment upon issue99.27%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date02.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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