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ZKB Barrier Reverse Convertible on worst of
Barry Callebaut AG/Nestlé AG/Chocoladefabriken Lindt & Spruengli AG

ISIN: CH1139768464 Security: 113976846 Symbol: n.a. Life cycle
Secondary market

Bid Price 87.56%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 22.05.2024 03:45:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Barry Callebaut N15872'108.00CHF2'108.00
(100.00%)
-32.50%Hitn.v4.7438
Nestlé N94.62117.06CHF117.06
(100.00%)
-23.85%n.v.n.v85.4263
Lindt & Sprüngli...107809'650.00CHF9'650.00
(100.00%)
10.65%n.v.n.v1.0363

Reference data

ISIN CH1139768464
Security 113976846
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 11'251.36

Coupon

Coupon (Coupon p.a.)12.51% (6.25% )
Coupon paymentguaranteed
Interest portion p.a.0.43%
Premium portion p.a.5.81%
Coupon date10.06.2024
Day count convention30/360 (German), modified following
Accrued coupon12.29%

Life cycle

Issue price100.00%
Initial fixing date01.06.2022
Payment day09.06.2022
First trading day09.06.2022
Last trading day03.06.2024
Final fixing day03.06.2024
Redemption date10.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term11
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 10'000.00
Performance of underlying since issue -24.53%

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 Return0.43%
Cash value of fixed income investment upon issue99.14%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date10.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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