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ZKB Barrier Reverse Convertible on worst of
Nestlé AG/Novartis - Sandoz Basket/Roche Holding AG

ISIN: CH1214852159 Security: 121485215 Symbol: Z064EZ Life cycle
Secondary market

Bid Price 78.45%

Ask Price 78.95%

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 50'000.00

Date/time (delayed) 23.05.2024 03:16:26

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N93.64105.66CHF105.66
(100.00%)
-12.55%n.v.n.v9.4643
NOVN SDZ Basketn.a.75.99CHF75.99
(100.00%)
23.69%n.v.n.v13.1596
Roche GS232.8326.40CHF326.40
(100.00%)
-39.73%Hitn.v3.0637

Reference data

ISIN CH1214852159
Security 121485215
Symbol Z064EZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'129.50

Coupon

Coupon (Coupon p.a.)12.95% (7.40% )
Coupon paymentguaranteed
Interest portion p.a.1.31%
Premium portion p.a.6.09%
Coupon date19.07.2024
Day count convention30/360 (German), modified following
Accrued coupon6.33%

Life cycle

Issue price100.00%
Initial fixing date14.10.2022
Payment day19.10.2022
First trading day19.10.2022
Last trading day15.07.2024
Final fixing day15.07.2024
Redemption date19.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term52
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 -28.43%

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 Return1.31%
Cash value of fixed income investment upon issue97.75%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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