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ZKB Callable Barrier Reverse Convertible on worst of
Novartis - Sandoz Basket/Roche Holding AG/Zurich Insurance Group AG/ABB - Accelleron Basket

ISIN: CH1164349198 Security: 116434919 Symbol: Z05OWZ 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
Novartis N99.2882.01CHF82.01
(100.00%)
12.17%41.005
(50.00%)
56.08%12.1936
Roche GS252.1323.35CHF323.35
(100.00%)
-36.38%161.675
(50.00%)
31.81%3.0926
Zurich Insurance N481428.40CHF428.40
(100.00%)
9.20%214.200
(50.00%)
54.60%2.3343
ABB N50.828.54CHF28.54
(100.00%)
39.80%14.270
(50.00%)
69.90%35.0385

Reference data

ISIN CH1164349198
Security 116434919
Symbol Z05OWZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'160.00

Coupon

Coupon (Coupon p.a.)16.00% (8.00% )
Coupon paymentguaranteed
Interest portion p.a.0.91%
Premium portion p.a.7.09%
Coupon date26.08.2024
Day count convention30/360 (German), modified following
Accrued coupon1.89%

Life cycle

Issue price100.00%
Initial fixing date19.08.2022
Payment day26.08.2022
First trading day26.08.2022
Last trading day19.08.2024
Final fixing day19.08.2024
Redemption date26.08.2024
Redemption typephysical delivery or cash settlement
Early redemption17.05.2024
Residual term38
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 -26.67%

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 Return0.91%
Cash value of fixed income investment upon issue98.20%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date17.05.2024
Redemption amount1'000.00

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