Inhaltsseite: Home

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

ISIN: CH1329121821 Security: 132912182 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.50%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 400'000.00

Volume n.a.

Date/time (realtime) 25.06.2024 05:45:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N93.995.67CHF95.67
(100.00%)
-1.88%66.969
(70.00%)
28.68%10.4526
Novartis N95.8986.065CHF86.07
(100.00%)
10.25%60.246
(70.00%)
37.17%11.6191
Roche GS253.4229.45CHF229.45
(100.00%)
9.45%160.615
(70.00%)
36.62%4.3582

Reference data

ISIN CH1329121821
Security 132912182
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'087.79

Coupon

Coupon (Coupon p.a.)8.78% (5.85% )
Coupon paymentguaranteed
Interest portion p.a.1.12%
Premium portion p.a.4.73%
Coupon date09.04.2025
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date02.04.2024
Payment day09.04.2024
First trading day09.04.2024
Last trading day02.10.2025
Final fixing day02.10.2025
Redemption date09.10.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term462
Issue amount400'000.00

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 -1.85%

Product type

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

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 Return1.12%
Cash value of fixed income investment upon issue98.35%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date09.10.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading