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ZKB Barrier Reverse Convertible on worst of Lonza Grp N / Swiss Re N / Givaudan N
Lonza Group AG/Swiss Re AG/Givaudan AG

ISIN: CH1214863354 Security: 121486335 Symbol: Z06J8Z Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Lonza Grp Nn.v504.00CHF504.00
(100.00%)
-52.68%302.400
(60.00%)
8.39%9.9206
Swiss Re Nn.v84.66CHF84.66
(100.00%)
15.00%50.796
(60.00%)
49.00%59.0598
Givaudan Nn.v3'168.00CHF3'168.00
(100.00%)
4.23%1'900.800
(60.00%)
42.54%1.5783

Reference data

ISIN CH1214863354
Security 121486335
Symbol Z06J8Z
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'500.00

Coupon

Coupon (Coupon p.a.)10.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.1.15%
Premium portion p.a.8.85%
Coupon daten.a.
Day count convention30/360 (German), modified following
Accrued coupon9.97%

Life cycle

Issue price100.00%
Initial fixing date02.12.2022
Payment day08.12.2022
First trading day08.12.2022
Last trading day04.12.2023
Final fixing day04.12.2023
Redemption date08.12.2023
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -34.50%

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 marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.15%
Cash value of fixed income investment upon issue98.87%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date08.12.2023
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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