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

ISIN: CH1235762536 Security: 123576253 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.16%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

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

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Roche GS279.6273.975CHF273.98
(100.00%)
1.73%169.865
(62.00%)
39.07%3.6500
Nestlé N94.7109.81CHF109.81
(100.00%)
-16.57%68.082
(62.00%)
27.73%9.1066

Reference data

ISIN CH1235762536
Security 123576253
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'063.27

Coupon

Coupon (Coupon p.a.)6.33% (4.22% )
Coupon paymentguaranteed
Interest portion p.a.1.47%
Premium portion p.a.2.75%
Coupon date09.08.2024
Day count convention30/360 (German), modified following
Accrued coupon0.88%

Life cycle

Issue price100.00%
Initial fixing date02.02.2023
Payment day09.02.2023
First trading day09.02.2023
Last trading day02.08.2024
Final fixing day02.08.2024
Redemption date09.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term10
Issue amount30'000.00

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 -14.22%

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 Return1.47%
Cash value of fixed income investment upon issue97.84%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date09.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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