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ZKB Barrier Reverse Convertible on worst of
Novartis - Sandoz Basket/Nestlé AG/Roche Holding AG

ISIN: CH1139753011 Security: 113975301 Symbol: n.a. Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé Nn.v120.35CHF120.35
(100.00%)
-17.12%71.007
(59.00%)
30.90%8.3091
Roche GSn.v347.65CHF347.65
(100.00%)
-40.89%205.114
(59.00%)
16.87%2.8765

Reference data

ISIN CH1139753011
Security 113975301
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'077.48

Coupon

Coupon (Coupon p.a.)7.75% (3.86% )
Coupon paymentguaranteed
Interest portion p.a.0.00%
Premium portion p.a.3.86%
Coupon daten.a.
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date03.02.2022
Payment day10.02.2022
First trading day10.02.2022
Last trading day05.02.2024
Final fixing day05.02.2024
Redemption date12.02.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
Issue amount250'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -29.02%

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 taxNo
Withholding taxYes
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 Return0.00%
Cash value of fixed income investment upon issue100.00%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.02.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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