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ZKB Barrier Reverse Convertible with Conditional Coupon on worst of Emmi N / Givaudan N / Lindt&Spruengli PS
Emmi AG/Givaudan AG/Chocoladefabriken Lindt & Spruengli AG

ISIN: CH1214845336 Security: 121484533 Symbol: n.a. Life cycle
Secondary market

Bid Price 107.60%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 1'192'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 11:20:55

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Emmi N914804.00CHF763.800 (95.00%)12.04%482.400 (60.00%)47.22%
Givaudan N42923'023.00CHF2'871.850 (95.00%)29.57%1'813.800 (60.00%)57.74%
Lindt & Sprüngli...1091010'320.00CHF9'804.000 (95.00%)5.41%6'192.000 (60.00%)43.24%

Reference data

ISIN CH1214845336
Security 121484533
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier observation at maturity

Coupon

Coupon (Coupon p.a.)10.00%
Coupon paymentbedingt
Memory effectNein
Coupon Level60.00%

Life cycle

Issue price100.00%
Initial fixing date13.09.2022
Payment day20.09.2022
First trading day20.09.2022
Last trading day11.09.2026
Final fixing day11.09.2026
Redemption date18.09.2026
Redemption typeCash Settlement
Early redemptionYes
Next observation date13.09.2024
Residual term780
Issue amount1'500'000.00

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 5.72%

Product type

SSPA derivative category Yield enhancement
SSPA code Express certificate (1260)

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.50%
Cash value of fixed income investment upon issue87.15%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date18.09.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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