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ZKB Reverse Convertible on worst of Baloise Hldg N / Swiss Life Hldg N / Zurich Insur Gr N
Baloise-Holding AG/Swiss Life Holding AG/Zurich Insurance Group AG

ISIN: CH1214854403 Security: 121485440 Symbol: n.a. Life cycle
Secondary market

Bid Price 104.25%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 150'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 11:25:12

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Bâloise-Hldg N157.1132.10CHF105.68 (80.00%)32.64%47.3126
Swiss Life N674.2459.60CHF367.68 (80.00%)45.42%13.5988
Zurich Insurance N468.4408.60CHF326.88 (80.00%)30.27%15.2961

Reference data

ISIN CH1214854403
Security 121485440
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)11.30% (5.64% )
Coupon paymentguaranteed
Interest portion p.a.1.33%
Premium portion p.a.4.31%
Coupon date25.10.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date18.10.2022
Payment day25.10.2022
First trading day25.10.2022
Last trading day18.10.2024
Final fixing day18.10.2024
Redemption date25.10.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term87
Issue amount150'000.00

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 14.73%

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 Return1.33%
Cash value of fixed income investment upon issue97.40%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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