Inhaltsseite: Home

ZKB Barrier Reverse Convertible on worst of Stellantis Br Rg / Renault / Continental I
Stellantis N.V./Renault SA/Continental AG

ISIN: CH1214850484 Security: 121485048 Symbol: Z062BZ Life cycle
Secondary market

Bid Price 115.82%

Ask Price 116.32%

Currency qCHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 13.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Stellantis N.V.21.0212.30EUR12.30
(100.00%)
41.65%7.257
(59.00%)
65.57%n.a.
Renault A49.3530.68EUR30.68
(100.00%)
37.81%18.101
(59.00%)
63.31%n.a.
Continental A62.0647.95EUR47.95
(100.00%)
22.81%28.291
(59.00%)
54.46%n.a.

Reference data

ISIN CH1214850484
Security 121485048
Symbol Z062BZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'345.00

Coupon

Coupon (Coupon p.a.)34.50% (17.25% )
Coupon paymentguaranteed
Interest portion p.a.1.54%
Premium portion p.a.15.71%
Coupon date14.10.2024
Day count convention30/360 (German), modified following
Accrued coupon10.01%

Life cycle

Issue price100.00%
Initial fixing date07.10.2022
Payment day14.10.2022
First trading day14.10.2022
Last trading day07.10.2024
Final fixing day07.10.2024
Redemption date14.10.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term146
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue 29.55%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.54%
Cash value of fixed income investment upon issue96.99%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date14.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading