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ZKB Autocallable Barrier Reverse Convertible on worst of
Holcim Ltd/Givaudan AG/Sika AG

ISIN: CH1139784594 Security: 113978459 Symbol: n.a. Life cycle
redeemed

Bid Price 101.50%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 25'000.00

Volume n.a.

Date/time (realtime) 16.10.2023 05:40:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Holcim N82.4241.18CHF41.18
(100.00%)
29.02%20.590
(50.00%)
64.51%121.4182
Givaudan N43622'874.00CHF2'874.00
(100.00%)
1.24%1'437.000
(50.00%)
50.62%1.7397
Sika N262.3215.20CHF215.20
(100.00%)
8.43%107.600
(50.00%)
54.21%23.2342

Reference data

ISIN CH1139784594
Security 113978459
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)HOLN + 10.12%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date14.10.2022
Payment day21.10.2022
First trading day21.10.2022
Last trading day14.10.2024
Final fixing day14.10.2024
Redemption date21.10.2024
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date15.07.2024
Residual term93
Issue amount25'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue 1.25%

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 Return1.35%
Cash value of fixed income investment upon issue97.35%
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-

Early redemption

Redemption date16.10.2023
Redemption amount5'000.00

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