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ZKB Barrier Reverse Convertible on worst of
Adecco Group AG/Roche Holding AG/Swisscom AG

ISIN: CH1235766008 Security: 123576600 Symbol: n.a. Life cycle
Secondary market

Bid Price 114.56%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 12:30:11

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Adecco N30.5434.205CHF34.21
(100.00%)
-11.85%22.233
(65.00%)
27.29%29.2355
Roche GS279.5274.05CHF274.05
(100.00%)
1.77%178.133
(65.00%)
36.15%3.6490
Swisscom N535.5583.60CHF583.60
(100.00%)
-9.29%379.340
(65.00%)
28.96%1.7135

Reference data

ISIN CH1235766008
Security 123576600
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'158.16

Coupon

Coupon (Coupon p.a.)15.82% (10.60% )
Coupon paymentguaranteed
Interest portion p.a.1.84%
Premium portion p.a.8.76%
Coupon date04.09.2024
Day count convention30/360 (German), modified following
Accrued coupon14.66%

Life cycle

Issue price100.00%
Initial fixing date28.02.2023
Payment day07.03.2023
First trading day07.03.2023
Last trading day28.08.2024
Final fixing day28.08.2024
Redemption date04.09.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term36
Issue amount30'000.00

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 -10.60%

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 Return1.84%
Cash value of fixed income investment upon issue97.31%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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