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ZKB Barrier Reverse Convertible on worst of SMI® Swiss Market Index Price Index / S&P 500 / Dow Jones Industrial Average / EURO STOXX 50 Price EUR
Swiss Market Index SMI®/S&P 500®/Dow Jones Industrial Average/EURO STOXX 50

ISIN: CH1214853330 Security: 121485333 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.40%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 23.05.2024 01:05:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
SMI® Index1200810'186.15CHF10'186.15
(100.00%)
15.16%6'111.690
(60.00%)
49.09%n.a.
S&P 500® Indexn.a.3'586.535USD3'586.54
(100.00%)
32.42%2'151.921
(60.00%)
59.45%n.a.
DJ Ind.Average Index39671.0429'315.04USD29'315.04
(100.00%)
26.10%17'589.024
(60.00%)
55.66%n.a.
EURO STOXX 50® Index5049.643'327.27EUR3'327.27
(100.00%)
34.08%1'996.362
(60.00%)
60.45%n.a.

Reference data

ISIN CH1214853330
Security 121485333
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'147.00

Coupon

Coupon (Coupon p.a.)14.70% (7.33% )
Coupon paymentguaranteed
Interest portion p.a.4.40%
Premium portion p.a.2.93%
Coupon date22.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date12.10.2022
Payment day19.10.2022
First trading day19.10.2022
Last trading day14.10.2024
Final fixing day14.10.2024
Redemption date21.10.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term143
Issue amount30'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 17.86%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.40%
Cash value of fixed income investment upon issue91.73%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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