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ZKB Barrier Reverse Convertible on worst of Holcim N / UBS Group N / Nestlé N
Holcim Ltd/UBS Group AG/Nestlé AG

ISIN: CH1139769405 Security: 113976940 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.67%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 40'000.00

Volume n.a.

Date/time (realtime) 28.05.2024 04:25:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Holcim N79.7848.41CHF48.41
(100.00%)
39.15%24.205
(50.00%)
69.58%20.6569
UBS Group AG28.3117.71CHF17.71
(100.00%)
37.29%8.855
(50.00%)
68.64%56.4653
Nestlé N91.64112.15CHF112.15
(100.00%)
-22.54%56.075
(50.00%)
38.73%8.9166

Reference data

ISIN CH1139769405
Security 113976940
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'135.72

Coupon

Coupon (Coupon p.a.)13.57% (6.77% )
Coupon paymentguaranteed
Interest portion p.a.0.61%
Premium portion p.a.6.16%
Coupon date17.06.2024
Day count convention30/360 (German), modified following
Accrued coupon1.34%

Life cycle

Issue price100.00%
Initial fixing date08.06.2022
Payment day15.06.2022
First trading day15.06.2022
Last trading day10.06.2024
Final fixing day10.06.2024
Redemption date17.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term11
Issue amount40'000.00

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 -18.40%

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 Return0.61%
Cash value of fixed income investment upon issue98.79%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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