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ZKB Callable Barrier Reverse Convertible on worst of
Nestlé AG/Novartis - Sandoz Basket/Roche Holding AG

ISIN: CH1132908851 Security: 113290885 Symbol: Z04TEZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

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

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé Nn.v125.20CHF125.20
(100.00%)
-35.97%n.v.n.v7.9872
NOVN SDZ Basketn.v86.81CHF86.81
(100.00%)
9.71%n.v.n.v11.5194
Roche GSn.v364.25CHF364.25
(100.00%)
-64.67%Hitn.v2.7454

Reference data

ISIN CH1132908851
Security 113290885
Symbol Z04TEZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'134.56

Coupon

Coupon (Coupon p.a.)13.46% (6.70% )
Coupon paymentguaranteed
Interest portion p.a.0.21%
Premium portion p.a.6.49%
Coupon daten.a.
Day count convention30/360 (German), modified following
Accrued coupon1.62%

Life cycle

Issue price100.00%
Initial fixing date27.04.2022
Payment day04.05.2022
First trading day04.05.2022
Last trading day29.04.2024
Final fixing day29.04.2024
Redemption date07.05.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -39.27%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.21%
Cash value of fixed income investment upon issue99.58%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.05.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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