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ZKB Barrier Reverse Convertible on worst of
Roche Holding AG/Novartis - Sandoz Basket/Nestlé AG

ISIN: CH1235755571 Security: 123575557 Symbol: n.a. Life cycle
Secondary market

Bid Price 107.91%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 40'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 09:25:11

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Roche GS279.1300.25CHF300.25
(100.00%)
-7.89%180.150
(60.00%)
35.27%3.3306
Nestlé N94.36107.68CHF107.68
(100.00%)
-14.82%64.608
(60.00%)
31.11%9.2868

Reference data

ISIN CH1235755571
Security 123575557
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'101.63

Coupon

Coupon (Coupon p.a.)10.16% (5.06% )
Coupon paymentguaranteed
Interest portion p.a.1.32%
Premium portion p.a.3.74%
Coupon date30.12.2024
Day count convention30/360 (German), modified following
Accrued coupon7.98%

Life cycle

Issue price100.00%
Initial fixing date19.12.2022
Payment day27.12.2022
First trading day27.12.2022
Last trading day19.12.2024
Final fixing day19.12.2024
Redemption date30.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term149
Issue amount40'000.00

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 -12.91%

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 Return1.32%
Cash value of fixed income investment upon issue97.40%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date30.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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