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ZKB Autocallable Reverse Convertible on worst of SAP I / Danone / Bayer N
SAP SE/Danone SA/Bayer AG

ISIN: CH1214864972 Security: 121486497 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.07%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 500'000.00

Volume n.a.

Date/time (realtime) 08.05.2024 05:45:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
SAP A177.78104.88EUR52.44 (50.00%)70.28%95.3471
DANONE A59.2850.32EUR25.16 (50.00%)57.59%198.7281
Bayer N28.6953.22EUR26.61 (50.00%)6.55%187.8993

Reference data

ISIN CH1214864972
Security 121486497
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)SAP + 5.43%
Coupon paymentguaranteed
Interest portion p.a.SAP
Premium portion p.a.5.431%
Coupon date12.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date05.12.2022
Payment day12.12.2022
First trading day12.12.2022
Last trading day05.06.2024
Final fixing day05.06.2024
Redemption date12.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term26
Issue amount500'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 5'000.00
Performance of underlying since issue -46.50%

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 Return2.70%
Cash value of fixed income investment upon issue96.08%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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