Inhaltsseite: Home

ZKB Reverse Convertible on worst of Logitech Intl N / Roche Hldg G / Sonova Hldg N
Logitech International SA/Roche Holding AG/Sonova Holding AG

ISIN: CH1139776566 Security: 113977656 Symbol: n.a. Life cycle
Secondary market

Bid Price 96.30%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 04:15:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Logitech Intl N80.3255.34CHF38.74 (70.00%)51.81%516.2889
Roche GS279.5315.10CHF220.57 (70.00%)21.23%90.6742
Sonova Hldg N265.9340.40CHF238.28 (70.00%)10.56%83.9349

Reference data

ISIN CH1139776566
Security 113977656
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 20'000.00

Coupon

Coupon (Coupon p.a.)15.41% (5.14% )
Coupon paymentguaranteed
Interest portion p.a.0.77%
Premium portion p.a.4.36%
Coupon date19.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date12.08.2022
Payment day19.08.2022
First trading day19.08.2022
Last trading day12.08.2025
Final fixing day12.08.2025
Redemption date19.08.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term385
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 20'000.00
Performance of underlying since issue -21.74%

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 taxYes
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 Return0.77%
Cash value of fixed income investment upon issue97.71%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading