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ZKB Callable Barrier Reverse Convertible on worst of
Straumann Holding AG/Sonova Holding AG/Novartis - Sandoz Basket

ISIN: CH1139767680 Security: 113976768 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
Straumann Hldg Nn.v111.30CHF111.30
(100.00%)
8.43%54.537
(49.00%)
55.13%179.6945
Sonova Hldg Nn.v319.80CHF319.80
(100.00%)
-26.15%156.702
(49.00%)
38.18%62.5391
Novartis Nn.v87.84CHF87.84
(100.00%)
-0.37%43.042
(49.00%)
50.82%227.6867

Reference data

ISIN CH1139767680
Security 113976768
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 20'000.00
Barrier level observation at maturity
Maximum repayment 21'810.71

Coupon

Coupon (Coupon p.a.)9.05% (4.52% )
Coupon paymentguaranteed
Interest portion p.a.0.25%
Premium portion p.a.4.27%
Coupon daten.a.
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date25.05.2022
Payment day02.06.2022
First trading day02.06.2022
Last trading day27.05.2024
Final fixing day27.05.2024
Redemption date03.06.2024
Redemption typephysical delivery or cash settlement
Early redemption27.11.2023
Residual term0
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 20'000.00
Performance of underlying since issue -20.73%

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 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 Return0.25%
Cash value of fixed income investment upon issue99.51%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date27.11.2023
Redemption amount20'000.00

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