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ZKB Barrier Reverse Convertible on worst of Logitech Intl N / Sika N / Geberit N
Logitech International SA/Sika AG/Geberit AG

ISIN: CH1139781459 Security: 113978145 Symbol: n.a. Life cycle
Secondary market

Bid Price 104.20%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 14.06.2024 05:35:22

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Logitech Intl N88.3848.02CHF48.02
(100.00%)
45.67%28.812
(60.00%)
67.40%20.8247
Sika N255.9211.10CHF211.10
(100.00%)
17.51%126.660
(60.00%)
50.50%4.7371
Geberit N542.2438.10CHF438.10
(100.00%)
19.20%262.860
(60.00%)
51.52%2.2826

Reference data

ISIN CH1139781459
Security 113978145
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'224.77

Coupon

Coupon (Coupon p.a.)22.48% (11.22% )
Coupon paymentguaranteed
Interest portion p.a.1.70%
Premium portion p.a.9.53%
Coupon date24.06.2024
Day count convention30/360 (German), modified following
Accrued coupon2.59%

Life cycle

Issue price100.00%
Initial fixing date15.09.2022
Payment day22.09.2022
First trading day22.09.2022
Last trading day16.09.2024
Final fixing day16.09.2024
Redemption date23.09.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term91
Issue amount50'000.00

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 21.22%

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 Return1.70%
Cash value of fixed income investment upon issue96.69%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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