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ZKB Callable Barrier Reverse Convertible on worst of Coca-Cola Co Rg / The Kraft Heinz Rg / Deere & Co Rg
Coca-Cola Co/The Kraft Heinz Company/Deere & Co

ISIN: CH1214866555 Security: 121486655 Symbol: n.a. Life cycle
Secondary market

Bid Price 91.27%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 04.10.2023 10:15:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Coca-Cola A63.31563.8757USD63.88
(100.00%)
-16.39%35.132
(55.00%)
35.98%15.6554
The Kraft Heinz Co A36.0740.2514USD40.25
(100.00%)
-21.57%22.138
(55.00%)
33.14%24.8439
Deere & Co A394.41437.1315USD437.13
(100.00%)
-17.26%240.422
(55.00%)
35.51%2.2876

Reference data

ISIN CH1214866555
Security 121486655
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'254.00

Coupon

Coupon (Coupon p.a.)25.40% (12.70% )
Coupon paymentguaranteed
Interest portion p.a.4.45%
Premium portion p.a.8.25%
Coupon date20.06.2024
Day count convention30/360 (German), modified following
Accrued coupon0.64%

Life cycle

Issue price100.00%
Initial fixing date13.12.2022
Payment day20.12.2022
First trading day20.12.2022
Last trading day13.12.2024
Final fixing day13.12.2024
Redemption date20.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term209
Issue amount200'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -17.74%

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 Return4.45%
Cash value of fixed income investment upon issue91.66%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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