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ZKB Callable Reverse Convertible on worst of Roche Hldg G / Swisscom N / Holcim N
Roche Holding AG/Swisscom AG/Holcim Ltd

ISIN: CH1132906376 Security: 113290637 Symbol: Z04P2Z Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Roche GS227.5366.45CHF238.19 (65.00%)-3.70%41.9829
Swisscom N503.5555.00CHF360.75 (65.00%)34.58%27.7200
Holcim N79.3845.29CHF29.44 (65.00%)63.95%339.6912

Reference data

ISIN CH1132906376
Security 113290637
Symbol Z04P2Z
Currency CHF
Currency hedging No
Nominal amount 10'000.00

Coupon

Coupon (Coupon p.a.)8.15% (4.07% )
Coupon paymentguaranteed
Interest portion p.a.0.03%
Premium portion p.a.4.04%
Coupon daten.a.
Day count convention30/360 (German), modified following
Accrued coupon0.95%

Life cycle

Issue price100.00%
Initial fixing date31.03.2022
Payment day07.04.2022
First trading day07.04.2022
Last trading day28.03.2024
Final fixing day28.03.2024
Redemption date08.04.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
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 10'000.00
Performance of underlying since issue -37.32%

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 Return0.03%
Cash value of fixed income investment upon issue99.94%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date08.04.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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