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ZKB Autocallable Barrier Reverse Convertible on worst of ABB N / The Swatch Grp I / Holcim N
ABB Ltd/The Swatch Group AG/Holcim Ltd

ISIN: CH1214863305 Security: 121486330 Symbol: n.a. Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ABB Nn.v29.62CHF29.62
(100.00%)
40.40%17.476
(59.00%)
64.84%168.8049
The Swatch Grp An.v241.00CHF241.00
(100.00%)
-26.28%142.190
(59.00%)
25.50%20.7469
Holcim Nn.v49.07CHF49.07
(100.00%)
38.17%28.951
(59.00%)
63.52%101.8953

Reference data

ISIN CH1214863305
Security 121486330
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)ABBN + 9.11%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date28.11.2022
Payment day05.12.2022
First trading day05.12.2022
Last trading day29.05.2024
Final fixing day29.05.2024
Redemption date05.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation daten.a.
Residual term0
Issue amount20'000.00

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 -20.81%

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 Return1.24%
Cash value of fixed income investment upon issue98.17%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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