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ZKB Barrier Reverse Convertible on worst of Biontech / Moderna Rg / CureVac Rg
BioNTech SE/Moderna Inc/CureVac N.V.

ISIN: CH1132876421 Security: 113287642 Symbol: Z031ZZ Life cycle
Secondary market

Bid Price 27.99%

Ask Price 28.59%

Currency USD

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 27.09.2022 05:15:05

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
BioNTech ADR130.3246.5355USD246.54
(100.00%)
-87.89%123.268
(50.00%)
6.06%4.0562
Moderna122.23325.84USD325.84
(100.00%)
-162.60%162.920
(50.00%)
-31.30%3.0690
CureVac7.9343.30USD43.30
(100.00%)
-440.57%21.650
(50.00%)
-170.29%23.0947

Reference data

ISIN CH1132876421
Security 113287642
Symbol Z031ZZ
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'200.00

Coupon

Coupon (Coupon p.a.)20.00% (20.00% )
Coupon paymentguaranteed
Interest portion p.a.0.23%
Premium portion p.a.19.77%
Coupon date12.10.2022
Day count convention30/360 (German), modified following
Accrued coupon9.28%

Life cycle

Issue price100.00%
Initial fixing date04.10.2021
Payment day12.10.2021
First trading day12.10.2021
Last trading day04.10.2022
Final fixing day04.10.2022
Redemption date12.10.2022
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term5
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 -81.50%

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 Return0.23%
Cash value of fixed income investment upon issue99.77%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.10.2022
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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