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ZKB Autocallable Reverse Convertible on worst of Barry Callebaut N / Lindt&Spruengli PS / Nestlé N
Barry Callebaut AG/Chocoladefabriken Lindt & Spruengli AG/Nestlé AG

ISIN: CH1214845021 Security: 121484502 Symbol: n.a. Life cycle
Secondary market

Bid Price 95.74%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 27.05.2024 05:20:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Barry Callebaut N15981'981.00CHF1'584.80 (80.00%)0.89%31.5497
Lindt & Sprüngli...1058010'520.00CHF8'416.00 (80.00%)20.45%5.9411
Nestlé N92.38111.66CHF89.33 (80.00%)3.30%559.7349

Reference data

ISIN CH1214845021
Security 121484502
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 50'000.00

Coupon

Coupon (Coupon p.a.)BARN + 4.92%
Coupon paymentguaranteed
Interest portion p.a.BARN
Premium portion p.a.4.919%
Coupon date17.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date09.09.2022
Payment day16.09.2022
First trading day16.09.2022
Last trading day09.09.2024
Final fixing day09.09.2024
Redemption date16.09.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term104
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 50'000.00
Performance of underlying since issue -19.28%

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 Return1.41%
Cash value of fixed income investment upon issue97.25%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date16.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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