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ZKB Barrier Reverse Convertible on worst of
Julius Baer Gruppe AG/UBS - Credit Suisse Basket/UBS Group AG

ISIN: CH1218232218 Security: 121823221 Symbol: n.a. Life cycle
Secondary market

Bid Price 51.66%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 25'000.00

Volume n.a.

Date/time (realtime) 21.06.2024 05:45:10

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Julius Baer Grp N50.7455.46CHF55.46
(100.00%)
-9.30%27.730
(50.00%)
45.35%18.0310
UBS Group AG27.0317.695CHF17.70
(100.00%)
34.54%8.848
(50.00%)
67.27%56.5131

Reference data

ISIN CH1218232218
Security 121823221
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'251.93

Coupon

Coupon (Coupon p.a.)25.19% (12.60% )
Coupon paymentguaranteed
Interest portion p.a.1.20%
Premium portion p.a.11.39%
Coupon date12.12.2024
Day count convention30/360 (German), modified following
Accrued coupon6.76%

Life cycle

Issue price100.00%
Initial fixing date05.12.2022
Payment day12.12.2022
First trading day12.12.2022
Last trading day05.12.2024
Final fixing day05.12.2024
Redemption date12.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term164
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 -8.51%

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 issue97.64%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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