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

ISIN: CH1235757007 Security: 123575700 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.24%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 04:15:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N94.68108.92CHF108.92
(100.00%)
-14.75%54.460
(50.00%)
42.63%9.1811
Roche GS279.6294.20CHF294.20
(100.00%)
-4.92%147.100
(50.00%)
47.54%3.3990

Reference data

ISIN CH1235757007
Security 123575700
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'121.54

Coupon

Coupon (Coupon p.a.)12.15% (4.04% )
Coupon paymentguaranteed
Interest portion p.a.1.60%
Premium portion p.a.2.44%
Coupon date14.10.2024
Day count convention30/360 (German), modified following
Accrued coupon0.13%

Life cycle

Issue price100.00%
Initial fixing date03.01.2023
Payment day10.01.2023
First trading day10.01.2023
Last trading day05.01.2026
Final fixing day05.01.2026
Redemption date12.01.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term531
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 -12.85%

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 Return1.60%
Cash value of fixed income investment upon issue95.33%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.01.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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