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ZKB Barrier Reverse Convertible on worst of Nestlé N / Roche Hldg G / Zurich Insur Gr N
Nestlé AG/Roche Holding AG/Zurich Insurance Group AG

ISIN: CH1214855749 Security: 121485574 Symbol: n.a. Life cycle
Secondary market

Bid Price 96.43%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 23.05.2024 04:50:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N93.26107.62CHF107.62
(100.00%)
-15.15%69.953
(65.00%)
25.15%46.4598
Roche GS233328.00CHF328.00
(100.00%)
-40.71%213.200
(65.00%)
8.54%15.2439
Zurich Insurance N471.7419.50CHF419.50
(100.00%)
11.16%272.675
(65.00%)
42.25%11.9190

Reference data

ISIN CH1214855749
Security 121485574
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation at maturity
Maximum repayment 5'588.90

Coupon

Coupon (Coupon p.a.)11.78% (5.89% )
Coupon paymentguaranteed
Interest portion p.a.1.30%
Premium portion p.a.4.59%
Coupon date31.10.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date25.10.2022
Payment day01.11.2022
First trading day01.11.2022
Last trading day24.10.2024
Final fixing day24.10.2024
Redemption date31.10.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term153
Issue amount100'000.00

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 -28.93%

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 Return1.30%
Cash value of fixed income investment upon issue97.46%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date31.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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