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ZKB Reverse Convertible on worst of Baloise Hldg N / Helvetia Hldg N / Swiss Life Hldg N
Baloise-Holding AG/Helvetia Holding AG/Swiss Life Holding AG

ISIN: CH1164339744 Security: 116433974 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.83%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 20.05.2024 08:00:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Bâloise-Hldg N149.7156.40CHF109.48 (70.00%)26.87%45.6704
Helvetia Hldg N128.2111.10CHF77.77 (70.00%)39.34%64.2921
Swiss Life N626.6473.20CHF331.24 (70.00%)47.14%15.0948

Reference data

ISIN CH1164339744
Security 116433974
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)6.08% (3.04% )
Coupon paymentguaranteed
Interest portion p.a.0.65%
Premium portion p.a.2.39%
Coupon date12.07.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date08.07.2022
Payment day13.07.2022
First trading day13.07.2022
Last trading day05.07.2024
Final fixing day05.07.2024
Redemption date12.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term45
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 -4.28%

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 Return0.65%
Cash value of fixed income investment upon issue98.72%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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