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ZKB Barrier Reverse Convertible on worst of Alcon N / Roche Hldg G / Nestlé N
Alcon AG/Roche Holding AG/Nestlé AG

ISIN: CH1139783414 Security: 113978341 Symbol: n.a. Life cycle
Secondary market

Bid Price 81.53%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 14.05.2024 02:55:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Alcon N79.5260.37CHF60.37
(100.00%)
24.02%42.259
(70.00%)
46.82%16.5645
Roche GS224.4326.725CHF326.73
(100.00%)
-46.05%228.708
(70.00%)
-2.24%3.0607
Nestlé N95.12107.40CHF107.40
(100.00%)
-12.96%75.180
(70.00%)
20.93%9.3110

Reference data

ISIN CH1139783414
Security 113978341
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'146.68

Coupon

Coupon (Coupon p.a.)14.67% (7.33% )
Coupon paymentguaranteed
Interest portion p.a.1.13%
Premium portion p.a.6.20%
Coupon date11.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date04.10.2022
Payment day11.10.2022
First trading day11.10.2022
Last trading day04.10.2024
Final fixing day04.10.2024
Redemption date11.10.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term142
Issue amount20'000.00

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 -31.53%

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 Return1.13%
Cash value of fixed income investment upon issue97.77%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date11.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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