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ZKB Callable Barrier Reverse Convertible on worst of
Sika AG/Zurich Insurance Group AG/Roche Holding AG/Novartis - Sandoz Basket/Nestlé AG

ISIN: CH1218233778 Security: 121823377 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
Sika Nn.v240.60CHF240.60
(100.00%)
4.75%120.300
(50.00%)
52.38%83.1255
Zurich Insurance Nn.v449.70CHF449.70
(100.00%)
0.88%224.850
(50.00%)
50.44%44.4741
Roche GSn.v305.40CHF305.40
(100.00%)
-20.88%152.700
(50.00%)
39.56%65.4879
Novartis Nn.v84.91CHF84.91
(100.00%)
2.98%42.455
(50.00%)
51.49%235.5435
Nestlé Nn.v109.32CHF109.32
(100.00%)
-11.06%54.660
(50.00%)
44.47%182.9491

Reference data

ISIN CH1218233778
Security 121823377
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 20'000.00
Barrier level observation continuous
Maximum repayment 22'410.17

Coupon

Coupon (Coupon p.a.)12.05% (8.03% )
Coupon paymentguaranteed
Interest portion p.a.1.14%
Premium portion p.a.6.90%
Coupon daten.a.
Day count convention30/360 (German), modified following
Accrued coupon1.92%

Life cycle

Issue price100.00%
Initial fixing date14.12.2022
Payment day21.12.2022
First trading day21.12.2022
Last trading day14.06.2024
Final fixing day14.06.2024
Redemption date21.06.2024
Redemption typephysical delivery or cash settlement
Early redemption14.12.2023
Residual term0
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 20'000.00
Performance of underlying since issue -17.27%

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 Return1.14%
Cash value of fixed income investment upon issue98.32%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date14.12.2023
Redemption amount20'000.00

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