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ZKB Autocallable Barrier Reverse Convertible on worst of
Zurich Insurance Group AG/Swiss Re AG/Swiss Life Holding AG/AXA SA/Allianz SE

ISIN: CH1139768944 Security: 113976894 Symbol: n.a. Life cycle
redeemed

Bid Price 100.50%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 04.12.2023 05:40:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Zurich Insurance N513.6435.20CHF435.20
(100.00%)
1.32%213.248
(49.00%)
51.64%n.a.
Swiss Re N117.5578.52CHF78.52
(100.00%)
21.16%38.475
(49.00%)
61.37%n.a.
Swiss Life N710.6543.00CHF543.00
(100.00%)
3.55%266.070
(49.00%)
52.74%n.a.
AXA A35.4623.525EUR23.53
(100.00%)
19.00%11.527
(49.00%)
60.31%n.a.
Allianz N296.6195.74EUR195.74
(100.00%)
16.74%95.913
(49.00%)
59.20%n.a.

Reference data

ISIN CH1139768944
Security 113976894
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 20'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)ZURN + 6.07%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date03.06.2022
Payment day13.06.2022
First trading day13.06.2022
Last trading day03.06.2025
Final fixing day03.06.2025
Redemption date11.06.2025
Redemption typeCash Settlement
Early redemptionYes
Next observation date04.12.2024
Residual term248
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 1.33%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.80%
Cash value of fixed income investment upon issue97.65%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date11.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date04.12.2023
Redemption amount20'000.00

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