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8.47% p.a. ZKB Callable Barrier Reverse Convertible, 09.09.2024 on worst of SLHN SE/ROG SE/NESN SE/NOVN SDZ SE
Swiss Life Holding AG/Roche Holding AG/Novartis - Sandoz Basket/Nestlé AG

ISIN: CH1139779750 Security: 113977975 Symbol: n.a. Life cycle
redeemed

Bid Price 101.09%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 35'000.00

Volume n.a.

Date/time (realtime) 03.06.2024 04:40:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Swiss Life N674504.20CHF504.20
(100.00%)
19.51%277.310
(55.00%)
55.73%1.9833
Roche GS258.9313.20CHF313.20
(100.00%)
-35.35%172.260
(55.00%)
25.56%3.1928
Novartis N98.978.40CHF78.40
(100.00%)
10.42%43.120
(55.00%)
50.73%12.7551
Nestlé N92.62113.26CHF113.26
(100.00%)
-17.81%62.293
(55.00%)
35.21%8.8292

Reference data

ISIN CH1139779750
Security 113977975
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'169.45

Coupon

Coupon (Coupon p.a.)16.94% (8.47% )
Coupon paymentguaranteed
Interest portion p.a.1.23%
Premium portion p.a.7.24%
Coupon date09.09.2024
Day count convention30/360 (German), modified following
Accrued coupon2.02%

Life cycle

Issue price100.00%
Initial fixing date02.09.2022
Payment day09.09.2022
First trading day09.09.2022
Last trading day02.09.2024
Final fixing day02.09.2024
Redemption date09.09.2024
Redemption typephysical delivery or cash settlement
Early redemption03.06.2024
Residual term46
Issue amount35'000.00

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 -26.12%

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 Return1.23%
Cash value of fixed income investment upon issue97.58%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date09.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date03.06.2024
Redemption amount1'000.00

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