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ZKB Barrier Reverse Convertible on worst of Holcim N / Geberit N / Givaudan N / Sika N
Holcim Ltd/Geberit AG/Givaudan AG/Sika AG

ISIN: CH1139775097 Security: 113977509 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.21%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 14.06.2024 05:35:23

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Holcim N80.0444.19CHF44.19
(100.00%)
44.79%22.095
(50.00%)
72.40%113.1478
Geberit N542.2496.15CHF496.15
(100.00%)
8.49%248.075
(50.00%)
54.25%10.0776
Givaudan N42963'311.50CHF3'311.50
(100.00%)
22.92%1'655.750
(50.00%)
61.46%1.5099
Sika N255.9235.55CHF235.55
(100.00%)
7.95%117.775
(50.00%)
53.98%21.2269

Reference data

ISIN CH1139775097
Security 113977509
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'856.57

Coupon

Coupon (Coupon p.a.)17.13% (8.54% )
Coupon paymentguaranteed
Interest portion p.a.0.66%
Premium portion p.a.7.88%
Coupon date12.07.2024
Day count convention30/360 (German), modified following
Accrued coupon0.14%

Life cycle

Issue price100.00%
Initial fixing date03.08.2022
Payment day10.08.2022
First trading day10.08.2022
Last trading day05.08.2024
Final fixing day05.08.2024
Redemption date12.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term49
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue 8.64%

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 Return0.66%
Cash value of fixed income investment upon issue98.69%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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