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6.00% p.a. ZKB Callable Barrier Reverse Convertible, 14.10.2024 on worst of NESN SE/ZURN SE/ROG SE/NOVN SDZ SE
Nestlé AG/Novartis - Sandoz Basket/Roche Holding AG/Zurich Insurance Group AG

ISIN: CH1132877965 Security: 113287796 Symbol: n.a. Life cycle
redeemed

Bid Price 100.12%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 08.07.2024 05:40:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N94.32111.26CHF111.26
(100.00%)
-19.84%61.193
(55.00%)
34.09%8.9880
Novartis N94.8475.09CHF75.09
(100.00%)
14.20%41.300
(55.00%)
52.81%13.3174
Roche GS278.5344.00CHF344.00
(100.00%)
-41.16%189.200
(55.00%)
22.36%2.9070
Zurich Insurance N464.6377.90CHF377.90
(100.00%)
20.53%207.845
(55.00%)
56.29%2.6462

Reference data

ISIN CH1132877965
Security 113287796
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'180.00

Coupon

Coupon (Coupon p.a.)18.00% (6.00% )
Coupon paymentguaranteed
Interest portion p.a.0.00%
Premium portion p.a.6.00%
Coupon date14.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date06.10.2021
Payment day14.10.2021
First trading day14.10.2021
Last trading day07.10.2024
Final fixing day07.10.2024
Redemption date14.10.2024
Redemption typephysical delivery or cash settlement
Early redemption08.07.2024
Residual term76
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -29.16%

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

Early redemption

Redemption date08.07.2024
Redemption amount1'000.00

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