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ZKB Autocallable Reverse Convertible on worst of
Lonza Group AG/Nestlé AG/Novartis - Sandoz Basket

ISIN: CH1164332699 Security: 116433269 Symbol: n.a. Life cycle
Secondary market

Bid Price 97.32%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 80'000.00

Volume n.a.

Date/time (realtime) 28.05.2024 05:45:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Lonza Grp N495.2571.20CHF420.06 (73.54%)15.17%11.9030
Nestlé N91.64112.42CHF82.67 (73.54%)9.78%60.4787

Reference data

ISIN CH1164332699
Security 116433269
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)LONN + 4.00%
Coupon paymentguaranteed
Interest portion p.a.LONN
Premium portion p.a.4.000%
Coupon date13.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date08.06.2022
Payment day13.06.2022
First trading day13.06.2022
Last trading day05.06.2025
Final fixing day05.06.2025
Redemption date13.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term372
Issue amount80'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -18.48%

Product type

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

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 Return0.82%
Cash value of fixed income investment upon issue97.57%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date13.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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