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ZKB Autocallable Reverse Convertible on worst of Lonza Grp N / Roche Hldg G / Alcon N
Lonza Group AG/Roche Holding AG/Alcon AG

ISIN: CH1164350881 Security: 116435088 Symbol: n.a. Life cycle
Secondary market

Bid Price 95.53%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 23.05.2024 12:30:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Lonza Grp N512.2573.40CHF410.67 (71.62%)19.92%12.1753
Roche GS234.4323.30CHF231.55 (71.62%)1.22%21.5938
Alcon N82.866.04CHF47.30 (71.62%)42.95%105.7131

Reference data

ISIN CH1164350881
Security 116435088
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)LONN + 5.00%
Coupon paymentguaranteed
Interest portion p.a.LONN
Premium portion p.a.5.000%
Coupon date26.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date19.08.2022
Payment day26.08.2022
First trading day26.08.2022
Last trading day19.08.2025
Final fixing day19.08.2025
Redemption date26.08.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term452
Issue amount100'000.00

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 -27.50%

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 Return0.98%
Cash value of fixed income investment upon issue97.12%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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