Inhaltsseite: Home

ZKB Barrier Reverse Convertible on worst of Zurich Insur Gr N / Givaudan N / Galenica N
Zurich Insurance Group AG/Givaudan AG/Galenica AG

ISIN: CH1139776327 Security: 113977632 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.02%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 26.06.2024 05:15:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Zurich Insurance N480.2442.30CHF442.30
(100.00%)
7.89%309.610
(70.00%)
35.52%113.0454
Givaudan N43403'347.00CHF3'347.00
(100.00%)
22.88%2'342.900
(70.00%)
46.02%14.9388
Galenica A73.972.30CHF72.30
(100.00%)
2.17%50.610
(70.00%)
31.52%691.5629

Reference data

ISIN CH1139776327
Security 113977632
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 50'000.00
Barrier level observation continuous
Maximum repayment 58'435.50

Coupon

Coupon (Coupon p.a.)16.87% (8.42% )
Coupon paymentguaranteed
Interest portion p.a.0.65%
Premium portion p.a.7.77%
Coupon date19.08.2024
Day count convention30/360 (German), modified following
Accrued coupon3.06%

Life cycle

Issue price100.00%
Initial fixing date11.08.2022
Payment day18.08.2022
First trading day18.08.2022
Last trading day12.08.2024
Final fixing day12.08.2024
Redemption date19.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term46
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 50'000.00
Performance of underlying since issue 2.21%

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 Return0.65%
Cash value of fixed income investment upon issue98.70%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading