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ZKB Callable Barrier Reverse Convertible on worst of
Compagnie Financière Richemont SA/Helvetia Holding AG/The Swatch Group AG/Swiss Life Holding AG/Baloise-Holding AG

ISIN: CH1218230972 Security: 121823097 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.10%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 22.05.2024 10:15:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Cie Fin Richemont N140.6115.0426CHF115.04
(100.00%)
19.01%79.379
(69.00%)
44.12%8.6924
Helvetia Hldg N127.9105.70CHF105.70
(100.00%)
17.29%72.933
(69.00%)
42.93%9.4607
The Swatch Grp A192.25243.30CHF243.30
(100.00%)
-25.80%167.877
(69.00%)
13.20%4.1102
Swiss Life N616.4506.20CHF506.20
(100.00%)
18.43%349.278
(69.00%)
43.72%1.9755
Bâloise-Hldg N152.3142.70CHF142.70
(100.00%)
6.73%98.463
(69.00%)
35.65%7.0077

Reference data

ISIN CH1218230972
Security 121823097
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'208.63

Coupon

Coupon (Coupon p.a.)20.86% (13.93% )
Coupon paymentguaranteed
Interest portion p.a.1.16%
Premium portion p.a.12.78%
Coupon date31.05.2024
Day count convention30/360 (German), modified following
Accrued coupon3.33%

Life cycle

Issue price100.00%
Initial fixing date24.11.2022
Payment day01.12.2022
First trading day01.12.2022
Last trading day24.05.2024
Final fixing day24.05.2024
Redemption date31.05.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
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 -20.51%

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 Return1.16%
Cash value of fixed income investment upon issue98.29%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date31.05.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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