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ZKB Barrier Reverse Convertible on worst of
Compagnie Financière Richemont SA/Givaudan AG/Lonza Group AG

ISIN: CH1139776491 Security: 113977649 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.39%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 65'000.00

Volume n.a.

Date/time (realtime) 12.07.2024 05:45:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Cie Fin Richemont N143113.2491CHF113.25
(100.00%)
20.80%73.612
(65.00%)
48.52%44.1505
Givaudan N43753'387.00CHF3'387.00
(100.00%)
22.58%2'201.550
(65.00%)
49.68%1.4762
Lonza Grp N518579.60CHF579.60
(100.00%)
-11.89%376.740
(65.00%)
27.27%8.6266

Reference data

ISIN CH1139776491
Security 113977649
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation at maturity
Maximum repayment 5'987.44

Coupon

Coupon (Coupon p.a.)19.75% (8.78% )
Coupon paymentguaranteed
Interest portion p.a.0.72%
Premium portion p.a.8.06%
Coupon date19.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date12.08.2022
Payment day19.08.2022
First trading day19.08.2022
Last trading day12.11.2024
Final fixing day12.11.2024
Redemption date19.11.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term121
Issue amount65'000.00

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 -10.63%

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 Return0.72%
Cash value of fixed income investment upon issue98.40%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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