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ZKB Barrier Reverse Convertible on worst of Biontech / Moderna Rg
BioNTech SE/Moderna Inc

ISIN: CH0585325373 Security: 58532537 Symbol: Z02DNZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
BioNTech ADRn.v211.4718USD211.47
(100.00%)
-34.06%n.v.n.v4.7288
Modernan.v233.34USD233.34
(100.00%)
-49.42%Hitn.v4.2856

Reference data

ISIN CH0585325373
Security 58532537
Symbol Z02DNZ
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'125.00

Coupon

Coupon (Coupon p.a.)12.50% (12.50% )
Coupon paymentguaranteed
Interest portion p.a.0.24%
Premium portion p.a.12.26%
Coupon daten.a.
Day count convention30/360 (German), modified following
Accrued coupon6.15%

Life cycle

Issue price100.00%
Initial fixing date06.07.2021
Payment day13.07.2021
First trading day13.07.2021
Last trading day06.07.2022
Final fixing day06.07.2022
Redemption date13.07.2022
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -33.08%

Product type

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

Legal parties

Issuer Zürcher Kantonalbank Finance (Guernsey) Ltd
Keep-Well Agreement with Zürcher Kantonalbank, Zürich
Issuer rating
Lead manager Zürcher Kantonalbank, Zürich
Payment, execution and calculation agent Zürcher Kantonalbank, Zürich

Tax aspects (Private investor tax domicile Switzerland)

Income taxYes
Withholding taxNo
Stamp duty payable in the secondary marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.24%
Cash value of fixed income investment upon issue99.76%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date13.07.2022
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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