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6.97% p.a. ZKB Callable Barrier Reverse Convertible, 25.10.2024 on worst of ZURN SE/ROG SE/NESN SE/NOVN SDZ SE
Zurich Insurance Group AG/Roche Holding AG/Nestlé AG/Novartis - Sandoz Basket

ISIN: CH1218235930 Security: 121823593 Symbol: n.a. Life cycle
redeemed

Bid Price 102.19%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 35'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 08:00:02

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Zurich Insurance N465.5416.85CHF396.01
(95.00%)
16.19%270.953
(65.00%)
42.66%2.5252
Roche GS279.2275.975CHF262.18
(95.00%)
5.79%179.384
(65.00%)
35.54%3.8142
Nestlé N94.36113.36CHF107.69
(95.00%)
-14.83%73.684
(65.00%)
21.43%9.2857
Novartis N95.2587.885CHF83.49
(95.00%)
11.37%57.125
(65.00%)
39.36%11.9774

Reference data

ISIN CH1218235930
Security 121823593
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'104.62

Coupon

Coupon (Coupon p.a.)10.46% (6.97% )
Coupon paymentguaranteed
Interest portion p.a.1.96%
Premium portion p.a.5.01%
Coupon date25.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date18.04.2023
Payment day25.04.2023
First trading day25.04.2023
Last trading day18.10.2024
Final fixing day18.10.2024
Redemption date25.10.2024
Redemption typephysical delivery or cash settlement
Early redemption18.07.2024
Residual term87
Issue amount35'000.00

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 -17.27%

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 Return1.96%
Cash value of fixed income investment upon issue97.13%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date18.07.2024
Redemption amount1'000.00

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