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ZKB Barrier Reverse Convertible on worst of Stadler Rail N / Roche Hldg G / Nestlé N
Stadler Rail AG/Roche Holding AG/Nestlé AG

ISIN: CH1218228802 Security: 121822880 Symbol: n.a. Life cycle
Secondary market

Bid Price 96.49%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 24.07.2024 05:45:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Stadler Rail N26.131.80CHF31.80
(100.00%)
-21.84%17.490
(55.00%)
32.99%31.4465
Roche GS273.5329.20CHF329.20
(100.00%)
-20.37%181.060
(55.00%)
33.80%3.0377
Nestlé N93.56109.02CHF109.02
(100.00%)
-16.52%59.961
(55.00%)
35.91%9.1726

Reference data

ISIN CH1218228802
Security 121822880
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'129.11

Coupon

Coupon (Coupon p.a.)12.91% (4.30% )
Coupon paymentguaranteed
Interest portion p.a.1.36%
Premium portion p.a.2.94%
Coupon date18.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date10.11.2022
Payment day17.11.2022
First trading day17.11.2022
Last trading day10.11.2025
Final fixing day10.11.2025
Redemption date17.11.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term473
Issue amount20'000.00

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 -17.92%

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 Return1.36%
Cash value of fixed income investment upon issue96.03%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.11.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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