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ZKB Barrier Reverse Convertible on worst of
Galenica AG/Swisscom AG/Roche Holding AG

ISIN: CH1139776335 Security: 113977633 Symbol: n.a. Life cycle
Secondary market

Bid Price 75.24%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 15.05.2024 05:40:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Galenica A71.572.489CHF72.49
(100.00%)
-1.38%n.v.n.v689.7598
Swisscom N503.5507.80CHF507.80
(100.00%)
-0.85%n.v.n.v98.4640
Roche GS227.5316.075CHF316.08
(100.00%)
-38.93%Hitn.v158.1903

Reference data

ISIN CH1139776335
Security 113977633
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 50'000.00
Barrier level observation continuous
Maximum repayment 57'187.75

Coupon

Coupon (Coupon p.a.)14.38% (7.18% )
Coupon paymentguaranteed
Interest portion p.a.0.65%
Premium portion p.a.6.52%
Coupon date19.08.2024
Day count convention30/360 (German), modified following
Accrued coupon1.80%

Life cycle

Issue price100.00%
Initial fixing date11.08.2022
Payment day18.08.2022
First trading day18.08.2022
Last trading day12.08.2024
Final fixing day12.08.2024
Redemption date19.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term88
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 50'000.00
Performance of underlying since issue -28.02%

Product type

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

Legal parties

Issuer Zürcher Kantonalbank, Zürich
Keep-Well Agreement
Issuer rating Standard & Poor's AAA, Moody's Aaa, Fitch AAA
Lead manager Zürcher Kantonalbank, Zürich
Payment, execution and calculation agent Zürcher Kantonalbank, Zürich

Tax aspects (Private investor tax domicile Switzerland)

Income taxYes
Withholding taxYes
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 Return0.65%
Cash value of fixed income investment upon issue98.70%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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