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ZKB Autocallable Barrier Reverse Convertible on worst of
Microsoft Corp/Apple Inc/Amazon.com Inc/Alphabet Inc

ISIN: CH1105876994 Security: 110587699 Symbol: n.a. Life cycle
redeemed

Bid Price 100.48%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 40'000.00

Volume n.a.

Date/time (realtime) 12.02.2024 09:25:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Microsoft N427287.16USD287.16
(100.00%)
31.72%201.020
(70.00%)
52.20%17.4119
Apple A186.86145.94USD145.94
(100.00%)
22.72%102.160
(70.00%)
45.90%34.2607
Amazon.Com A181.04443'299.14USD3'299.14
(100.00%)
5.44%2'309.400
(70.00%)
33.81%1.5155
Alphabet A -C-175.062'756.03USD2'756.03
(100.00%)
8.27%1'929.220
(70.00%)
35.79%1.8142

Reference data

ISIN CH1105876994
Security 110587699
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 5'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)MSFT + 6.26%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date12.08.2021
Payment day19.08.2021
First trading day19.08.2021
Last trading day12.08.2024
Final fixing day12.08.2024
Redemption date19.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date12.08.2024
Residual term79
Issue amount40'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 5'000.00
Performance of underlying since issue 5.75%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zürcher Kantonalbank, Zürich
Keep-Well Agreement
Issuer rating Standard & Poor's AAA, Moody's Aaa, Fitch AAA
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 Return0.55%
Cash value of fixed income investment upon issue98.37%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date12.02.2024
Redemption amount5'000.00

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