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ZKB Callable Barrier Reverse Convertible on worst of
Barry Callebaut AG/Chocoladefabriken Lindt & Spruengli AG/Nestlé AG

ISIN: CH1105872191 Security: 110587219 Symbol: n.a. Life cycle
Secondary market

Bid Price 71.67%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 05:40:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Barry Callebaut N15822'228.00CHF2'228.00
(100.00%)
-40.83%Hitn.v4.4883
Lindt & Sprüngli...106409'410.00CHF9'410.00
(100.00%)
11.56%n.v.n.v1.0627
Nestlé N96.62115.48CHF115.48
(100.00%)
-19.52%n.v.n.v86.5951

Reference data

ISIN CH1105872191
Security 110587219
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 11'142.88

Coupon

Coupon (Coupon p.a.)11.43% (3.81% )
Coupon paymentguaranteed
Interest portion p.a.0.00%
Premium portion p.a.3.81%
Coupon date15.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date08.07.2021
Payment day15.07.2021
First trading day15.07.2021
Last trading day08.07.2024
Final fixing day08.07.2024
Redemption date15.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term50
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 10'000.00
Performance of underlying since issue -28.99%

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 taxNo
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 Return0.00%
Cash value of fixed income investment upon issue100.00%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date15.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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