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ZKB Reverse Convertible on worst of
Novartis - Sandoz Basket/Alcon AG/BACHEM HOLDING AG/Swisscom AG

ISIN: CH1139741123 Security: 113974112 Symbol: n.a. Life cycle
Secondary market

Bid Price 81.95%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 28.05.2024 05:40:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
NOVN SDZ Basket80.8678.54CHF55.10 (72.00%)37.04%176.8384
Alcon N84.7146.40CHF56.55 (72.00%)30.07%94.8695
Bachem Holding491.8501.00CHF105.41 (72.00%)-24.45%27.7223

Reference data

ISIN CH1139741123
Security 113974112
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 10'000.00

Coupon

Coupon (Coupon p.a.)10.65% (3.55% )
Coupon paymentguaranteed
Interest portion p.a.0.00%
Premium portion p.a.3.55%
Coupon date11.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date04.11.2021
Payment day11.11.2021
First trading day11.11.2021
Last trading day04.11.2024
Final fixing day04.11.2024
Redemption date11.11.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term159
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 10'000.00
Performance of underlying since issue -42.14%

Product type

SSPA derivative category Yield enhancement
SSPA code Reverse convertible (1220)

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 taxNo
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 Return0.00%
Cash value of fixed income investment upon issue100.00%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date11.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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