Inhaltsseite: Home

ZKB Barrier Reverse Convertible on worst of Nio Sp ADS-A / XPeng ADS-A
Nio Inc/XPeng Inc

ISIN: CH1164335262 Security: 116433526 Symbol: n.a. Life cycle
Secondary market

Bid Price 42.25%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 25.03.2024 08:00:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nio Inc ADR5.5718.5595USD18.56
(100.00%)
-279.54%11.136
(60.00%)
-127.72%53.8808
XXPeng A -A-9.06525.27USD25.27
(100.00%)
-196.60%15.162
(60.00%)
-77.96%39.5726

Reference data

ISIN CH1164335262
Security 116433526
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'360.50

Coupon

Coupon (Coupon p.a.)36.05% (18.00% )
Coupon paymentguaranteed
Interest portion p.a.3.39%
Premium portion p.a.14.61%
Coupon date25.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date16.06.2022
Payment day24.06.2022
First trading day24.06.2022
Last trading day17.06.2024
Final fixing day17.06.2024
Redemption date25.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term43
Issue amount200'000.00

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 -73.65%

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 Return3.39%
Cash value of fixed income investment upon issue93.54%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading