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ZKB Barrier Reverse Convertible on worst of Zurich Insur Gr N / Swiss Life Hldg N / Swiss Re N / Helvetia Hldg N
Zurich Insurance Group AG/Swiss Life Holding AG/Swiss Re AG/Helvetia Holding AG

ISIN: CH1214860665 Security: 121486066 Symbol: Z06GJZ Life cycle
redeemed

Bid Price 107.73%

Ask Price 108.23%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 21.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Zurich Insurance Nn.v445.40CHF445.40
(100.00%)
5.80%267.240
(60.00%)
43.48%2.2452
Swiss Life Nn.v498.40CHF498.40
(100.00%)
20.79%299.040
(60.00%)
52.47%2.0064
Swiss Re Nn.v80.12CHF80.12
(100.00%)
27.36%48.072
(60.00%)
56.42%12.4813
Helvetia Hldg Nn.v102.70CHF102.70
(100.00%)
20.08%61.620
(60.00%)
52.05%9.7371

Reference data

ISIN CH1214860665
Security 121486066
Symbol Z06GJZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'120.00

Coupon

Coupon (Coupon p.a.)12.00% (8.00% )
Coupon paymentguaranteed
Interest portion p.a.1.15%
Premium portion p.a.6.85%
Coupon date28.05.2024
Day count convention30/360 (German), modified following
Accrued coupon7.87%

Life cycle

Issue price100.00%
Initial fixing date21.11.2022
Payment day28.11.2022
First trading day28.11.2022
Last trading day21.05.2024
Final fixing day21.05.2024
Redemption date28.05.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
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 6.15%

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 Return1.15%
Cash value of fixed income investment upon issue98.30%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.05.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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