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

ISIN: CH1235768848 Security: 123576884 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.80%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 220'000.00

Volume n.a.

Date/time (realtime) 03.06.2024 05:35:12

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Swiss Re N113.5586.68CHF86.68
(100.00%)
23.66%52.008
(60.00%)
54.20%11.5367
Nestlé N96.46109.38CHF109.38
(100.00%)
-13.39%65.628
(60.00%)
31.96%9.1424
Roche GS232.1261.825CHF261.83
(100.00%)
-12.81%157.095
(60.00%)
32.32%3.8193

Reference data

ISIN CH1235768848
Security 123576884
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'144.65

Coupon

Coupon (Coupon p.a.)14.46% (11.57% )
Coupon paymentguaranteed
Interest portion p.a.1.49%
Premium portion p.a.10.08%
Coupon date27.06.2024
Day count convention30/360 (German), modified following
Accrued coupon2.19%

Life cycle

Issue price100.00%
Initial fixing date20.03.2023
Payment day27.03.2023
First trading day27.03.2023
Last trading day20.06.2024
Final fixing day20.06.2024
Redemption date27.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term16
Issue amount220'000.00

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 -11.81%

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 Return1.49%
Cash value of fixed income investment upon issue98.17%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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