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ZKB Barrier Reverse Convertible on worst of
Zalando SE/Farfetch Ltd

ISIN: CH1214863842 Security: 121486384 Symbol: n.a. Life cycle
Secondary market

Bid Price 33.51%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 07.12.2023 03:10:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Zalando A24.3529.53EUR29.53
(100.00%)
-36.46%14.765
(50.00%)
31.77%n.a.
Farfetch N -A-0.00867.7204USD7.72
(100.00%)
-538.05%3.860
(50.00%)
-219.02%n.a.

Reference data

ISIN CH1214863842
Security 121486384
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'386.84

Coupon

Coupon (Coupon p.a.)38.68% (19.34% )
Coupon paymentguaranteed
Interest portion p.a.2.70%
Premium portion p.a.16.64%
Coupon date06.12.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date30.11.2022
Payment day07.12.2022
First trading day07.12.2022
Last trading day29.11.2024
Final fixing day29.11.2024
Redemption date06.12.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term197
Issue amount20'000.00

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 -84.33%

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 Return2.70%
Cash value of fixed income investment upon issue94.81%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date06.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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