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ZKB Barrier Reverse Convertible on worst of Geberit N / Straumann Hldg N / Swisscom N
Geberit AG/Straumann Holding AG/Swisscom AG

ISIN: CH1139778174 Security: 113977817 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.45%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 09:25:11

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Geberit N563.6468.70CHF468.70
(100.00%)
16.75%234.350
(50.00%)
58.37%2.1336
Straumann Hldg N116.25110.35CHF110.35
(100.00%)
5.16%55.175
(50.00%)
52.58%9.0621
Swisscom N534511.80CHF511.80
(100.00%)
4.16%255.900
(50.00%)
52.08%1.9539

Reference data

ISIN CH1139778174
Security 113977817
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'127.06

Coupon

Coupon (Coupon p.a.)12.71% (6.35% )
Coupon paymentguaranteed
Interest portion p.a.1.05%
Premium portion p.a.5.31%
Coupon date30.08.2024
Day count convention30/360 (German), modified following
Accrued coupon0.97%

Life cycle

Issue price100.00%
Initial fixing date23.08.2022
Payment day30.08.2022
First trading day30.08.2022
Last trading day23.08.2024
Final fixing day23.08.2024
Redemption date30.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term30
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue 4.34%

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 Return1.05%
Cash value of fixed income investment upon issue97.94%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date30.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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