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ZKB Callable Barrier Reverse Convertible on worst of ABB - Accelleron Basket / Holcim N / Nestlé N / Zurich Insur Gr N
ABB - Accelleron Basket/Holcim Ltd/Nestlé AG/Zurich Insurance Group AG

ISIN: CH1132909008 Security: 113290900 Symbol: Z04TPZ Life cycle
Secondary market

Bid Price 99.59%

Ask Price 100.29%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 24.05.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Basket ABBN ACLNn.a.30.07CHF30.07
(100.00%)
40.86%18.042
(60.00%)
64.51%33.2557
Holcim N80.2444.79CHF44.79
(100.00%)
44.18%26.874
(60.00%)
66.51%22.3264
Nestlé N92.42121.80CHF121.80
(100.00%)
-31.79%73.080
(60.00%)
20.93%8.2102
Zurich Insurance N470454.30CHF454.30
(100.00%)
3.34%272.580
(60.00%)
42.00%2.2012

Reference data

ISIN CH1132909008
Security 113290900
Symbol Z04TPZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'189.00

Coupon

Coupon (Coupon p.a.)18.90% (6.30% )
Coupon paymentguaranteed
Interest portion p.a.0.45%
Premium portion p.a.5.85%
Coupon date25.10.2024
Day count convention30/360 (German), modified following
Accrued coupon0.58%

Life cycle

Issue price100.00%
Initial fixing date20.04.2022
Payment day25.04.2022
First trading day25.04.2022
Last trading day22.04.2025
Final fixing day22.04.2025
Redemption date25.04.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term329
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -24.12%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zürcher Kantonalbank Finance (Guernsey) Ltd
Keep-Well Agreement with Zürcher Kantonalbank, Zürich
Issuer rating
Lead manager Zürcher Kantonalbank, Zürich
Payment, execution and calculation agent Zürcher Kantonalbank, Zürich

Tax aspects (Private investor tax domicile Switzerland)

Income taxYes
Withholding taxNo
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 Return0.45%
Cash value of fixed income investment upon issue98.65%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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