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ZKB Callable Reverse Convertible on worst of
Nestlé AG/Novartis - Sandoz Basket/Roche Holding AG/Swiss Re AG/The Swatch Group AG

ISIN: CH1164334521 Security: 116433452 Symbol: Z057SZ Life cycle
Secondary market

Bid Price 104.86%

Ask Price 105.56%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 10.05.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Nestlé N95.18107.92CHF59.36 (55.00%)37.52%16.8475
NOVN SDZ Basket225.1305.55CHF44.55 (55.00%)49.10%5.9505
Roche GS106.0578.24CHF168.05 (55.00%)25.41%23.2385
Swiss Re N196234.60CHF43.03 (55.00%)59.33%7.7501

Reference data

ISIN CH1164334521
Security 116433452
Symbol Z057SZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)18.15% (6.05% )
Coupon paymentguaranteed
Interest portion p.a.1.34%
Premium portion p.a.4.71%
Coupon date20.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date15.06.2022
Payment day20.06.2022
First trading day20.06.2022
Last trading day16.06.2025
Final fixing day16.06.2025
Redemption date20.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term400
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 -26.26%

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 Return1.34%
Cash value of fixed income investment upon issue96.09%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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