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ZKB Autocallable Reverse Convertible on worst of
Lonza Group AG/Novartis - Sandoz Basket/Roche Holding AG

ISIN: CH1214855913 Security: 121485591 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.07%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 31.07.2023 05:40:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Lonza Grp N515.2507.80CHF328.34 (64.66%)35.01%15.2280
NOVN SDZ Basket230.4328.20CHF50.23 (64.66%)44.85%23.5611

Reference data

ISIN CH1214855913
Security 121485591
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)LONN + 4.00%
Coupon paymentguaranteed
Interest portion p.a.LONN
Premium portion p.a.4.000%
Coupon date01.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date25.10.2022
Payment day01.11.2022
First trading day01.11.2022
Last trading day25.10.2024
Final fixing day25.10.2024
Redemption date01.11.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term151
Issue amount20'000.00

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 -17.55%

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 Return1.29%
Cash value of fixed income investment upon issue97.47%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date01.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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