Inhaltsseite: Home

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

ISIN: CH1218232648 Security: 121823264 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.60%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 09:36:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Roche GS279.3304.30CHF304.30
(100.00%)
-9.34%182.580
(60.00%)
34.39%n.a.
Nestlé N94.28111.78CHF111.78
(100.00%)
-19.19%67.068
(60.00%)
28.48%n.a.
Swisscom N534512.00CHF512.00
(100.00%)
3.67%307.200
(60.00%)
42.20%n.a.

Reference data

ISIN CH1218232648
Security 121823264
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'123.46

Coupon

Coupon (Coupon p.a.)12.35% (6.17% )
Coupon paymentguaranteed
Interest portion p.a.2.62%
Premium portion p.a.3.56%
Coupon date13.09.2024
Day count convention30/360 (German), modified following
Accrued coupon0.70%

Life cycle

Issue price100.00%
Initial fixing date06.12.2022
Payment day13.12.2022
First trading day13.12.2022
Last trading day06.12.2024
Final fixing day06.12.2024
Redemption date13.12.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term136
Issue amount30'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -16.10%

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 Return2.62%
Cash value of fixed income investment upon issue94.96%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date13.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading