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ZKB Barrier Reverse Convertible on worst of
Carrefour SA/Danone SA/Kellanova/Nestlé AG

ISIN: CH1214867421 Security: 121486742 Symbol: n.a. Life cycle
Secondary market

Bid Price 104.39%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 60'000.00

Volume n.a.

Date/time (realtime) 10.06.2024 03:55:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Carrefour A14.4615.47EUR15.47
(100.00%)
-6.07%7.735
(50.00%)
46.97%n.a.
DANONE A64.4848.21EUR48.21
(100.00%)
18.45%24.105
(50.00%)
59.23%n.a.
Kellanova N80.93567.3439USD67.34
(100.00%)
-13.89%33.672
(50.00%)
43.05%n.a.
Nestlé N75.96107.44CHF107.44
(100.00%)
-12.22%53.720
(50.00%)
43.89%n.a.

Reference data

ISIN CH1214867421
Security 121486742
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'147.69

Coupon

Coupon (Coupon p.a.)14.77% (7.37% )
Coupon paymentguaranteed
Interest portion p.a.1.35%
Premium portion p.a.6.02%
Coupon date23.12.2024
Day count conventionAct/365 (Englisch), modified following
Accrued coupon3.38%

Life cycle

Issue price100.00%
Initial fixing date16.12.2022
Payment day23.12.2022
First trading day23.12.2022
Last trading day16.12.2024
Final fixing day16.12.2024
Redemption date23.12.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term24
Issue amount60'000.00

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 -12.20%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zürcher Kantonalbank Finance (Guernsey) Ltd
Keep-Well Agreement with Zürcher Kantonalbank, Zürich
Issuer rating
Lead manager Zürcher Kantonalbank, Zürich
Payment, execution and calculation agent Zürcher Kantonalbank, Zürich

Tax aspects (Private investor tax domicile Switzerland)

Income taxYes
Withholding taxNo
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 Return1.35%
Cash value of fixed income investment upon issue97.34%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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