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ZKB Barrier Reverse Convertible on worst of Sika N / Holcim N / Geberit N
Sika AG/Holcim Ltd/Geberit AG

ISIN: CH1235757163 Security: 123575716 Symbol: n.a. Life cycle
Secondary market

Bid Price 112.13%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 14.06.2024 10:15:22

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Sika N255.9232.00CHF232.00
(100.00%)
11.38%127.600
(55.00%)
51.26%4.3103
Holcim N80.0449.64CHF49.64
(100.00%)
38.53%27.302
(55.00%)
66.19%20.1450
Geberit N542.2461.50CHF461.50
(100.00%)
15.91%253.825
(55.00%)
53.75%2.1668

Reference data

ISIN CH1235757163
Security 123575716
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'132.30

Coupon

Coupon (Coupon p.a.)13.23% (8.82% )
Coupon paymentguaranteed
Interest portion p.a.1.49%
Premium portion p.a.7.33%
Coupon date11.07.2024
Day count convention30/360 (German), modified following
Accrued coupon12.69%

Life cycle

Issue price100.00%
Initial fixing date04.01.2023
Payment day11.01.2023
First trading day11.01.2023
Last trading day04.07.2024
Final fixing day04.07.2024
Redemption date11.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term17
Issue amount50'000.00

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 12.84%

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 Return1.49%
Cash value of fixed income investment upon issue97.81%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date11.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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