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ZKB Barrier Reverse Convertible auf Valeo
Valeo SA

ISIN: CH1164330776 Security: 116433077 Symbol: n.a. Life cycle
redeemed

Bid Price 80.31%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 23.01.2024 12:25:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Valeo An.v20.29EUR20.29
(100.00%)
-67.06%12.174
(60.00%)
-0.24%49.2854

Reference data

ISIN CH1164330776
Security 116433077
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'140.23

Coupon

Coupon (Coupon p.a.)14.02% (7.17% )
Coupon paymentguaranteed
Interest portion p.a.0.87%
Premium portion p.a.6.30%
Coupon daten.a.
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date31.05.2022
Payment day07.06.2022
First trading day07.06.2022
Last trading day14.05.2024
Final fixing day14.05.2024
Redemption date21.05.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -40.14%

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 Return0.87%
Cash value of fixed income investment upon issue98.33%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.05.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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