Inhaltsseite: Home

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

ISIN: CH1218229818 Security: 121822981 Symbol: n.a. Life cycle
redeemed

Bid Price 94.14%

Ask Price n.a.

Currency qGBP

Exchange ZKB

Volume 46'000.00

Volume n.a.

Date/time (realtime) 16.05.2024 05:35:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Roche GSn.v312.85CHF312.85
(100.00%)
-33.24%Hitn.vn.a.
Nestlé Nn.v108.52CHF108.52
(100.00%)
-13.73%n.v.n.vn.a.

Reference data

ISIN CH1218229818
Security 121822981
Symbol n.a.
Currency qGBP
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'193.86

Coupon

Coupon (Coupon p.a.)19.39% (12.92% )
Coupon paymentguaranteed
Interest portion p.a.4.57%
Premium portion p.a.8.36%
Coupon daten.a.
Day count convention30/360 (German), modified following
Accrued coupon19.31%

Life cycle

Issue price100.00%
Initial fixing date16.11.2022
Payment day23.11.2022
First trading day23.11.2022
Last trading day16.05.2024
Final fixing day16.05.2024
Redemption date23.05.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term0
Issue amount46'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot GBP 1'000.00
Performance of underlying since issue -24.95%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.57%
Cash value of fixed income investment upon issue93.52%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.05.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading