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ZKB Barrier Reverse Convertible on worst of AXA / Swiss Life Hldg N / Baloise Hldg N / Swiss Re N
AXA SA/Swiss Life Holding AG/Baloise-Holding AG/Swiss Re AG

ISIN: CH1164344173 Security: 116434417 Symbol: Z05JYZ Life cycle
Secondary market

Bid Price 109.74%

Ask Price 110.24%

Currency qCHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 02.07.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
AXA A31.1421.795EUR21.80
(100.00%)
30.01%13.295
(61.00%)
57.31%n.a.
Swiss Life N660.2490.80CHF490.80
(100.00%)
25.66%299.388
(61.00%)
54.65%n.a.
Bâloise-Hldg N157.4151.20CHF151.20
(100.00%)
3.94%92.232
(61.00%)
41.40%n.a.
Swiss Re N107.9572.66CHF72.66
(100.00%)
32.69%44.323
(61.00%)
58.94%n.a.

Reference data

ISIN CH1164344173
Security 116434417
Symbol Z05JYZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'219.00

Coupon

Coupon (Coupon p.a.)21.90% (7.30% )
Coupon paymentguaranteed
Interest portion p.a.0.68%
Premium portion p.a.6.62%
Coupon date05.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.07.2022
Payment day04.08.2022
First trading day04.08.2022
Last trading day28.07.2025
Final fixing day28.07.2025
Redemption date04.08.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term389
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue 4.10%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zürcher Kantonalbank Finance (Guernsey) Ltd
Keep-Well Agreement with Zürcher Kantonalbank, Zürich
Issuer rating
Lead manager Zürcher Kantonalbank, Zürich
Payment, execution and calculation agent Zürcher Kantonalbank, Zürich

Tax aspects (Private investor tax domicile Switzerland)

Income taxYes
Withholding taxNo
Stamp duty payable in the secondary marketYes
Stamp duty payable upon delivery of the securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.68%
Cash value of fixed income investment upon issue97.99%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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