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

ISIN: CH1218228075 Security: 121822807 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.34%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 09:36:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Swisscom N534486.80CHF486.80
(100.00%)
8.41%267.740
(55.00%)
49.63%2.0542
Zurich Insurance N466426.70CHF426.70
(100.00%)
9.69%234.685
(55.00%)
50.33%2.3436
Roche GS279.2328.90CHF328.90
(100.00%)
-18.18%180.895
(55.00%)
35.00%3.0404
Nestlé N94.3107.56CHF107.56
(100.00%)
-14.69%59.158
(55.00%)
36.92%9.2971

Reference data

ISIN CH1218228075
Security 121822807
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'202.69

Coupon

Coupon (Coupon p.a.)20.27% (6.76% )
Coupon paymentguaranteed
Interest portion p.a.1.40%
Premium portion p.a.5.36%
Coupon date12.08.2024
Day count convention30/360 (German), modified following
Accrued coupon1.37%

Life cycle

Issue price100.00%
Initial fixing date04.11.2022
Payment day11.11.2022
First trading day11.11.2022
Last trading day04.11.2025
Final fixing day04.11.2025
Redemption date11.11.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term469
Issue amount20'000.00

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 -15.38%

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 Return1.40%
Cash value of fixed income investment upon issue95.92%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date11.11.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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