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9.45% (5.40% p.a.) ZKB Reverse Convertible Defensive
Nestlé N/Roche GS/NOVN SDZ Basket

ISIN: CH1164353729 Security: 116435372 Symbol: Z22XBZ Life cycle
Secondary market

Bid Price 93.54%

Ask Price 94.04%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 29.05.2024 10:52:24

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Nestlé N91.8115.20CHF92.16 (80.00%)-0.41%10.8507
Roche GS228.8317.47CHF253.98 (80.00%)-11.05%3.9373

Reference data

ISIN CH1164353729
Security 116435372
Symbol Z22XBZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)9.45% (5.40% )
Coupon paymentguaranteed
Interest portion p.a.1.14%
Premium portion p.a.4.26%
Coupon date05.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date30.08.2022
Payment day05.09.2022
First trading day05.09.2022
Last trading day30.05.2024
Final fixing day30.05.2024
Redemption date05.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
Issue amount2'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -27.96%

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 Returnn.a.
Cash value of fixed income investment upon issuen.a.
Cash value of fixed income investment upon redemptionn.a.

Sales restrictions

USA, US persons, EEA, Guernsey, GB

Redemption

Redemption date05.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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