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ZKB Barrier Reverse Convertible on worst of
ABB - Accelleron Basket/Sonova Holding AG/Novartis - Sandoz Basket

ISIN: CH1105865856 Security: 110586585 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.64%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 10:15:22

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Basket ABBN ACLN30.74630.62CHF30.62
(100.00%)
n.a.17.760
(58.00%)
n.a.32.6584
Sonova Hldg N291.2312.60CHF312.60
(100.00%)
-5.61%181.308
(58.00%)
38.75%3.1990

Reference data

ISIN CH1105865856
Security 110586585
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'177.16

Coupon

Coupon (Coupon p.a.)17.72% (5.91% )
Coupon paymentguaranteed
Interest portion p.a.0.00%
Premium portion p.a.5.91%
Coupon date03.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.05.2021
Payment day03.06.2021
First trading day03.06.2021
Last trading day27.05.2024
Final fixing day27.05.2024
Redemption date03.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term8
Issue amount20'000.00

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 -5.31%

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 taxNo
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 Return0.00%
Cash value of fixed income investment upon issue100.00%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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