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

ISIN: CH1214854163 Security: 121485416 Symbol: n.a. Life cycle
Secondary market

Bid Price 96.86%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 20.06.2024 01:51:59

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Barry Callebaut N15321'844.00CHF1'574.22 (85.37%)-3.09%31.7617
Lindt & Sprüngli...106709'610.00CHF8'204.06 (85.37%)23.11%6.0945

Reference data

ISIN CH1214854163
Security 121485416
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 50'000.00

Coupon

Coupon (Coupon p.a.)10.07% (5.00% )
Coupon paymentguaranteed
Interest portion p.a.1.32%
Premium portion p.a.3.68%
Coupon date28.10.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date17.10.2022
Payment day24.10.2022
First trading day24.10.2022
Last trading day21.10.2024
Final fixing day21.10.2024
Redemption date28.10.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term122
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 -17.19%

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 Return1.32%
Cash value of fixed income investment upon issue97.39%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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