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ZKB Autocallable RC Defensive on worst of
Logitech Intl N/Schindler Hldg PS/SIKA N/Holcim Ltd N/NOVN SDZ Basket

ISIN: CH0585332650 Security: 58533265 Symbol: Z21DBZ Life cycle
Secondary market

Bid Price 100.21%

Ask Price 100.91%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 15.05.2024 11:36:07

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Logitech Intl N80.5895.32CHF66.72 (70.00%)17.17%14.99
Schindler Hldg PS238.6297.111CHF207.98 (70.00%)12.76%4.81
Sika N281.7325.20CHF227.64 (70.00%)19.22%4.39
Holcim N78.2451.48CHF36.04 (70.00%)53.92%27.75
NOVN SDZ Basketn.a.85.41CHF59.79 (70.00%)40.14%16.73

Reference data

ISIN CH0585332650
Security 58533265
Symbol Z21DBZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)LOGN + 5.00%
Coupon paymentguaranteed
Interest portion p.a.LOGN
Premium portion p.a.5.000%
Coupon date27.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date19.08.2021
Payment day26.08.2021
First trading day26.08.2021
Last trading day19.08.2024
Final fixing day19.08.2024
Redemption date26.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term95
Issue amount5'000'000.00

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 -19.76%

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 taxNo
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 date26.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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