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ZKB Barrier Reverse Convertible on worst of BMW I / SAP I / Allianz N
Bayerische Motoren Werke AG/SAP SE/Allianz SE

ISIN: CH1214863396 Security: 121486339 Symbol: Z06JCZ 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
BMW An.v85.26EUR85.26
(100.00%)
11.34%41.777
(49.00%)
56.55%11.7288
SAP An.v106.46EUR106.46
(100.00%)
27.24%52.165
(49.00%)
64.35%9.3932
Allianz Nn.v202.65EUR202.65
(100.00%)
13.80%99.299
(49.00%)
57.76%4.9346

Reference data

ISIN CH1214863396
Security 121486339
Symbol Z06JCZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'075.00

Coupon

Coupon (Coupon p.a.)7.50% (7.50% )
Coupon paymentguaranteed
Interest portion p.a.2.61%
Premium portion p.a.4.89%
Coupon daten.a.
Day count convention30/360 (German), modified following
Accrued coupon3.71%

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 EUR 1'000.00
Performance of underlying since issue 12.78%

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 Return2.61%
Cash value of fixed income investment upon issue97.46%
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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