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ZKB Reverse Convertible on worst of
Baloise-Holding AG/Novartis - Sandoz Basket/Swiss Life Holding AG

ISIN: CH1164345642 Security: 116434564 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.73%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 31.05.2024 05:45:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Bâloise-Hldg N155.9152.20CHF106.54 (70.00%)31.66%46.9307
NOVN SDZ Basket627.8509.80CHF57.09 (70.00%)34.77%14.0111

Reference data

ISIN CH1164345642
Security 116434564
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)11.32% (3.78% )
Coupon paymentguaranteed
Interest portion p.a.0.72%
Premium portion p.a.3.06%
Coupon date08.08.2025
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date04.08.2022
Payment day10.08.2022
First trading day10.08.2022
Last trading day31.07.2025
Final fixing day31.07.2025
Redemption date08.08.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term423
Issue amount50'000.00

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 2.43%

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 Return0.72%
Cash value of fixed income investment upon issue97.87%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date08.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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