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ZKB Barrier Reverse Convertible on worst of Zurich Insur Gr N / Swiss Re N / Roche Hldg G / Nestlé N
Zurich Insurance Group AG/Swiss Re AG/Roche Holding AG/Nestlé AG

ISIN: CH1218233109 Security: 121823310 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.56%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 14.06.2024 05:35:22

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Zurich Insurance N471.4452.50CHF452.50
(100.00%)
4.01%226.250
(50.00%)
52.00%2.2099
Swiss Re N108.986.64CHF86.64
(100.00%)
20.44%43.320
(50.00%)
60.22%11.5420
Roche GS247.6303.75CHF303.75
(100.00%)
-22.68%151.875
(50.00%)
38.66%3.2922
Nestlé N95.28109.56CHF109.56
(100.00%)
-14.99%54.780
(50.00%)
42.51%9.1274

Reference data

ISIN CH1218233109
Security 121823310
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'150.81

Coupon

Coupon (Coupon p.a.)15.08% (6.03% )
Coupon paymentguaranteed
Interest portion p.a.1.21%
Premium portion p.a.4.82%
Coupon date17.09.2024
Day count convention30/360 (German), modified following
Accrued coupon0.02%

Life cycle

Issue price100.00%
Initial fixing date09.12.2022
Payment day16.12.2022
First trading day16.12.2022
Last trading day10.06.2025
Final fixing day10.06.2025
Redemption date17.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term358
Issue amount30'000.00

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 -18.49%

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 Return1.21%
Cash value of fixed income investment upon issue97.04%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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