Inhaltsseite: Home

ZKB Barrier Reverse Convertible on worst of
Givaudan AG/SGS Ltd/ABB Ltd

ISIN: CH1235760621 Security: 123576062 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.74%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 11.06.2024 11:43:24

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Givaudan N43602'927.00CHF2'927.00
(100.00%)
32.68%1'756.200
(60.00%)
59.61%1.7082
SGS N83.192.78CHF92.78
(100.00%)
-11.73%55.668
(60.00%)
32.96%53.8909
ABB N50.1231.275CHF31.28
(100.00%)
37.65%18.765
(60.00%)
62.59%159.8721

Reference data

ISIN CH1235760621
Security 123576062
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation at maturity
Maximum repayment 5'751.42

Coupon

Coupon (Coupon p.a.)15.03% (5.81% )
Coupon paymentguaranteed
Interest portion p.a.1.40%
Premium portion p.a.4.41%
Coupon date02.09.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date23.01.2023
Payment day30.01.2023
First trading day30.01.2023
Last trading day25.08.2025
Final fixing day25.08.2025
Redemption date01.09.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term439
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -10.50%

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 Return1.40%
Cash value of fixed income investment upon issue96.47%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date01.09.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading