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ZKB Barrier Reverse Convertible on worst of
ams-OSRAM AG/Logitech International SA/VAT Group AG

ISIN: CH1218233075 Security: 121823307 Symbol: n.a. Life cycle
Secondary market

Bid Price 48.85%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 125'000.00

Volume n.a.

Date/time (realtime) 31.05.2024 05:45:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ams A1.43953.8155CHF3.82
(100.00%)
-165.06%Hitn.v262.0897
Logitech Intl N89.456.46CHF56.46
(100.00%)
36.85%n.v.n.v17.7117
VAT Group N486.6274.20CHF274.20
(100.00%)
43.65%n.v.n.v3.6470

Reference data

ISIN CH1218233075
Security 121823307
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'322.42

Coupon

Coupon (Coupon p.a.)32.24% (16.12% )
Coupon paymentguaranteed
Interest portion p.a.1.18%
Premium portion p.a.14.94%
Coupon date17.06.2024
Day count convention30/360 (German), modified following
Accrued coupon3.40%

Life cycle

Issue price100.00%
Initial fixing date09.12.2022
Payment day16.12.2022
First trading day16.12.2022
Last trading day09.12.2024
Final fixing day09.12.2024
Redemption date16.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term190
Issue amount125'000.00

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 -62.27%

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 Return1.18%
Cash value of fixed income investment upon issue97.67%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date16.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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