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ZKB Autocallable Reverse Convertible on worst of Roche Hldg G / Geberit N / Holcim N
Roche Holding AG/Geberit AG/Holcim Ltd

ISIN: CH1214863073 Security: 121486307 Symbol: Z06J0Z Life cycle
Secondary market

Bid Price 100.68%

Ask Price 101.38%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 17.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Roche GS237.1311.40CHF186.84 (60.00%)21.20%5.3522
Geberit N561.4465.40CHF279.24 (60.00%)50.26%3.5811
Holcim N78.4849.34CHF29.60 (60.00%)62.28%33.7792

Reference data

ISIN CH1214863073
Security 121486307
Symbol Z06J0Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)ROG + 4.25%
Coupon paymentguaranteed
Interest portion p.a.ROG
Premium portion p.a.4.250%
Coupon date30.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date25.11.2022
Payment day30.11.2022
First trading day30.11.2022
Last trading day27.05.2024
Final fixing day27.05.2024
Redemption date30.05.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term9
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 -23.86%

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 Return1.22%
Cash value of fixed income investment upon issue98.21%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date30.05.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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