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ZKB Barrier Reverse Convertible on worst of Abbott Laborator Rg / Gilead Sciences Rg / Medtronic Rg
Abbott Laboratories/Gilead Sciences Inc/Medtronic PLC

ISIN: CH1132908885 Security: 113290888 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.19%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 15.05.2024 03:42:10

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Abbott Laborat. A104.01118.20USD118.20
(100.00%)
-13.64%65.010
(55.00%)
37.50%8.4602
Gilead Sciences A67.6562.245USD62.25
(100.00%)
7.99%34.235
(55.00%)
49.39%16.0655
Medtronic PLC84.3110.92USD110.92
(100.00%)
-31.58%61.006
(55.00%)
27.63%9.0155

Reference data

ISIN CH1132908885
Security 113290888
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'206.03

Coupon

Coupon (Coupon p.a.)20.60% (8.22% )
Coupon paymentguaranteed
Interest portion p.a.2.61%
Premium portion p.a.5.62%
Coupon date28.10.2024
Day count convention30/360 (German), modified following
Accrued coupon4.57%

Life cycle

Issue price100.00%
Initial fixing date19.04.2022
Payment day26.04.2022
First trading day26.04.2022
Last trading day21.10.2024
Final fixing day21.10.2024
Redemption date28.10.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term158
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -24.00%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return2.61%
Cash value of fixed income investment upon issue93.76%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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