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

ISIN: CH1235763286 Security: 123576328 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.55%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 09:21:47

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Roche GS278.4285.275CHF285.28
(100.00%)
-2.51%185.429
(65.00%)
33.37%3.5054
Nestlé N94.3109.83CHF109.83
(100.00%)
-17.11%71.390
(65.00%)
23.88%9.1050

Reference data

ISIN CH1235763286
Security 123576328
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'118.25

Coupon

Coupon (Coupon p.a.)11.82% (5.91% )
Coupon paymentguaranteed
Interest portion p.a.1.51%
Premium portion p.a.4.40%
Coupon date14.08.2024
Day count convention30/360 (German), modified following
Accrued coupon1.15%

Life cycle

Issue price100.00%
Initial fixing date07.02.2023
Payment day14.02.2023
First trading day14.02.2023
Last trading day07.02.2025
Final fixing day07.02.2025
Redemption date14.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term199
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 -14.61%

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 Return1.51%
Cash value of fixed income investment upon issue97.05%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date14.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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