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ZKB Barrier Reverse Convertible on worst of Baloise Hldg N / Swiss Life Hldg N / Swiss Re N
Baloise-Holding AG/Swiss Life Holding AG/Swiss Re AG

ISIN: CH1139782895 Security: 113978289 Symbol: n.a. Life cycle
Secondary market

Bid Price 113.67%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 35'000.00

Volume n.a.

Date/time (realtime) 03.06.2024 08:00:02

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Bâloise-Hldg N155.9125.20CHF125.20
(100.00%)
19.69%62.600
(50.00%)
59.85%7.9872
Swiss Life N627.8429.05CHF429.05
(100.00%)
31.66%214.525
(50.00%)
65.83%2.3307
Swiss Re N114.770.76CHF70.76
(100.00%)
38.31%35.380
(50.00%)
69.15%14.1323

Reference data

ISIN CH1139782895
Security 113978289
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'152.56

Coupon

Coupon (Coupon p.a.)15.26% (7.61% )
Coupon paymentguaranteed
Interest portion p.a.1.48%
Premium portion p.a.6.13%
Coupon date07.10.2024
Day count convention30/360 (German), modified following
Accrued coupon12.70%

Life cycle

Issue price100.00%
Initial fixing date28.09.2022
Payment day05.10.2022
First trading day05.10.2022
Last trading day30.09.2024
Final fixing day30.09.2024
Redemption date07.10.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term118
Issue amount35'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue 24.52%

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 Return1.48%
Cash value of fixed income investment upon issue97.10%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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