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ZKB Callable Barrier Reverse Convertible on worst of
Nestlé AG/Novartis - Sandoz Basket/Zurich Insurance Group AG/Swiss Life Holding AG/ABB Ltd

ISIN: CH1214862786 Security: 121486278 Symbol: Z06IIZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N95.18112.34CHF112.34
(100.00%)
-13.17%56.170
(50.00%)
43.42%8.9015
Novartis N92.3283.65CHF83.65
(100.00%)
4.42%41.825
(50.00%)
52.21%11.9546
Zurich Insurance N457.4452.90CHF452.90
(100.00%)
-3.54%226.450
(50.00%)
48.23%2.2080
Swiss Life N648.8501.60CHF501.60
(100.00%)
10.52%250.800
(50.00%)
55.26%1.9936
ABB N47.1629.36CHF29.36
(100.00%)
15.58%14.680
(50.00%)
57.79%34.0599

Reference data

ISIN CH1214862786
Security 121486278
Symbol Z06IIZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'112.50

Coupon

Coupon (Coupon p.a.)11.25% (7.50% )
Coupon paymentguaranteed
Interest portion p.a.1.22%
Premium portion p.a.6.28%
Coupon date07.06.2024
Day count convention30/360 (German), modified following
Accrued coupon1.81%

Life cycle

Issue price100.00%
Initial fixing date30.11.2022
Payment day07.12.2022
First trading day07.12.2022
Last trading day31.05.2024
Final fixing day31.05.2024
Redemption date07.06.2024
Redemption typephysical delivery or cash settlement
Early redemption30.11.2023
Residual term19
Issue amount5'000'000.00

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 -11.63%

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 Return1.22%
Cash value of fixed income investment upon issue98.20%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date30.11.2023
Redemption amount1'000.00

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