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

ISIN: CH1139771435 Security: 113977143 Symbol: n.a. Life cycle
Secondary market

Bid Price 75.93%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 03.07.2024 05:45:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Barry Callebaut N15412'132.00CHF2'132.00
(100.00%)
-38.35%Hitn.v4.6904
Lindt & Sprüngli...108409'570.00CHF9'570.00
(100.00%)
11.72%n.v.n.v1.0449
Straumann Hldg N114.9107.85CHF107.85
(100.00%)
6.14%n.v.n.v92.7214

Reference data

ISIN CH1139771435
Security 113977143
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 12'189.55

Coupon

Coupon (Coupon p.a.)21.90% (7.30% )
Coupon paymentguaranteed
Interest portion p.a.1.02%
Premium portion p.a.6.28%
Coupon date01.10.2024
Day count convention30/360 (German), modified following
Accrued coupon0.12%

Life cycle

Issue price100.00%
Initial fixing date24.06.2022
Payment day01.07.2022
First trading day01.07.2022
Last trading day24.06.2025
Final fixing day24.06.2025
Redemption date01.07.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term354
Issue amount50'000.00

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 -27.72%

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 taxYes
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 Return1.02%
Cash value of fixed income investment upon issue97.00%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date01.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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