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ZKB Autocallable Barrier Reverse Convertible on worst of
Nestlé AG/Novartis - Sandoz Basket/Roche Holding AG

ISIN: CH1164344124 Security: 116434412 Symbol: Z05JUZ Life cycle
Secondary market

Bid Price 79.47%

Ask Price 80.47%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 28.05.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N91.64117.00CHF117.00
(100.00%)
-27.62%87.516
(74.80%)
4.54%8.5470
NOVN SDZ Basketn.a.81.74CHF81.74
(100.00%)
17.04%61.142
(74.80%)
37.95%12.2339
Roche GS228.8317.70CHF317.70
(100.00%)
-38.98%237.640
(74.80%)
-3.95%3.1476

Reference data

ISIN CH1164344124
Security 116434412
Symbol Z05JUZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)NESN + 7.25%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date02.08.2022
Payment day09.08.2022
First trading day09.08.2022
Last trading day02.08.2024
Final fixing day02.08.2024
Redemption date09.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date03.06.2024
Residual term65
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 -28.05%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.51%
Cash value of fixed income investment upon issue99.00%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date09.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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