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ZKB Barrier Reverse Convertible on worst of Straumann Hldg N / Lonza Grp N / Sonova Hldg N
Straumann Holding AG/Lonza Group AG/Sonova Holding AG

ISIN: CH1164352275 Security: 116435227 Symbol: Z05RUZ Life cycle
Secondary market

Bid Price 98.77%

Ask Price 99.27%

Currency CHF

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
Straumann Hldg N114.05110.70CHF110.70
(100.00%)
2.94%68.081
(61.50%)
40.31%9.0334
Lonza Grp N486.5545.20CHF545.20
(100.00%)
-12.07%335.298
(61.50%)
31.08%1.8342
Sonova Hldg N279.2273.10CHF273.10
(100.00%)
2.18%167.957
(61.50%)
39.84%3.6617

Reference data

ISIN CH1164352275
Security 116435227
Symbol Z05RUZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'188.13

Coupon

Coupon (Coupon p.a.)18.81% (7.50% )
Coupon paymentguaranteed
Interest portion p.a.1.12%
Premium portion p.a.6.38%
Coupon date03.09.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date24.08.2022
Payment day31.08.2022
First trading day31.08.2022
Last trading day24.02.2025
Final fixing day24.02.2025
Redemption date03.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term235
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 -10.77%

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 Return1.12%
Cash value of fixed income investment upon issue97.24%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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