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

ISIN: CH1214863321 Security: 121486332 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.41%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 05:40:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N96.62113.62CHF113.62
(100.00%)
-17.59%56.810
(50.00%)
41.20%8.8013
Roche GS237.1313.60CHF313.60
(100.00%)
-32.26%156.800
(50.00%)
33.87%3.1888
Swisscom N503508.00CHF508.00
(100.00%)
-0.99%254.000
(50.00%)
49.50%1.9685
Zurich Insurance N471.8450.40CHF450.40
(100.00%)
4.54%225.200
(50.00%)
52.27%2.2202

Reference data

ISIN CH1214863321
Security 121486332
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'132.00

Coupon

Coupon (Coupon p.a.)13.20% (6.60% )
Coupon paymentguaranteed
Interest portion p.a.1.25%
Premium portion p.a.5.35%
Coupon date05.06.2024
Day count convention30/360 (German), modified following
Accrued coupon1.39%

Life cycle

Issue price100.00%
Initial fixing date28.11.2022
Payment day05.12.2022
First trading day05.12.2022
Last trading day28.11.2024
Final fixing day28.11.2024
Redemption date05.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term193
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 -24.39%

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 Return1.25%
Cash value of fixed income investment upon issue97.54%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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