Inhaltsseite: Home

ZKB Callable Barrier Reverse Convertible on worst of Roche Hldg G / Lonza Grp N / Swiss Life Hldg N
Roche Holding AG/Lonza Group AG/Swiss Life Holding AG

ISIN: CH1214865615 Security: 121486561 Symbol: n.a. Life cycle
Secondary market

Bid Price 106.39%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 65'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 09:25:11

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Roche GS279.5301.80CHF301.80
(100.00%)
-8.44%150.900
(50.00%)
45.78%3.3135
Lonza Grp N508.6461.20CHF461.20
(100.00%)
9.11%230.600
(50.00%)
54.55%2.1683
Swiss Life N668495.00CHF495.00
(100.00%)
25.88%247.500
(50.00%)
62.94%2.0202

Reference data

ISIN CH1214865615
Security 121486561
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'165.14

Coupon

Coupon (Coupon p.a.)16.51% (8.25% )
Coupon paymentguaranteed
Interest portion p.a.1.15%
Premium portion p.a.7.10%
Coupon date16.12.2024
Day count convention30/360 (German), modified following
Accrued coupon5.02%

Life cycle

Issue price100.00%
Initial fixing date08.12.2022
Payment day15.12.2022
First trading day15.12.2022
Last trading day09.12.2024
Final fixing day09.12.2024
Redemption date16.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term139
Issue amount65'000.00

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 -7.79%

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 Return1.15%
Cash value of fixed income investment upon issue97.74%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date16.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading