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ZKB Barrier Reverse Convertible on worst of Sonova Hldg N / Straumann Hldg N / Alcon N
Sonova Holding AG/Straumann Holding AG/Alcon AG

ISIN: CH1139786441 Security: 113978644 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.11%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 25'000.00

Volume n.a.

Date/time (realtime) 28.05.2024 10:15:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Sonova Hldg N288.3239.70CHF239.70
(100.00%)
18.02%143.820
(60.00%)
50.81%4.1719
Straumann Hldg N11798.01CHF98.01
(100.00%)
17.26%58.806
(60.00%)
50.35%10.2030
Alcon N80.8661.34CHF61.34
(100.00%)
25.34%36.804
(60.00%)
55.20%16.3026

Reference data

ISIN CH1139786441
Security 113978644
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'151.68

Coupon

Coupon (Coupon p.a.)15.17% (9.10% )
Coupon paymentguaranteed
Interest portion p.a.1.20%
Premium portion p.a.7.90%
Coupon date08.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date01.11.2022
Payment day08.11.2022
First trading day08.11.2022
Last trading day01.07.2024
Final fixing day01.07.2024
Redemption date08.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term32
Issue amount25'000.00

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 20.86%

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 Return1.20%
Cash value of fixed income investment upon issue98.03%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date08.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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