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ZKB Callable Barrier Reverse Convertible on worst of
Flughafen Zuerich AG/Swiss Re AG/Allianz SE/Swiss Life Holding AG/AXA SA

ISIN: CH1139768936 Security: 113976893 Symbol: n.a. Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency qn.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
Flughafen Zürich N200.8161.40CHF161.40
(100.00%)
n.a.79.086
(49.00%)
n.a.n.a.
Swiss Re N110.3578.62CHF78.62
(100.00%)
n.a.38.524
(49.00%)
n.a.n.a.
Allianz N259.9195.98EUR195.98
(100.00%)
n.a.96.030
(49.00%)
n.a.n.a.
Swiss Life N669.4543.20CHF543.20
(100.00%)
n.a.266.168
(49.00%)
n.a.n.a.
AXA A31.6323.54EUR23.54
(100.00%)
n.a.11.535
(49.00%)
n.a.n.a.

Reference data

ISIN CH1139768936
Security 113976893
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 20'000.00
Barrier level observation at maturity
Maximum repayment 23'709.28

Coupon

Coupon (Coupon p.a.)18.55% (6.19% )
Coupon paymentguaranteed
Interest portion p.a.0.80%
Premium portion p.a.5.39%
Coupon date11.09.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

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 redemption04.03.2024
Residual term327
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

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 issue97.64%
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 date04.03.2024
Redemption amount20'000.00

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