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ZKB Autocallable Barrier Reverse Convertible on worst of
Zurich Insurance Group AG/UBS Group AG/Swiss Re AG/Cembra Money Bank AG

ISIN: CH1139769256 Security: 113976925 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
Zurich Insurance Nn.v435.40CHF435.40
(100.00%)
3.35%261.240
(60.00%)
42.01%2.2967
UBS Group AGn.v17.62CHF17.62
(100.00%)
29.55%10.572
(60.00%)
57.73%56.7537
Swiss Re Nn.v79.42CHF79.42
(100.00%)
20.04%47.652
(60.00%)
52.02%12.5913
Cembra Money Bank Nn.v65.90CHF65.90
(100.00%)
-0.23%39.540
(60.00%)
39.86%15.1745

Reference data

ISIN CH1139769256
Security 113976925
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)ZURN + 8.44%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date08.06.2022
Payment day15.06.2022
First trading day15.06.2022
Last trading day10.06.2024
Final fixing day10.06.2024
Redemption date17.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation daten.a.
Residual term0
Issue amount25'000.00

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 -0.23%

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 Return0.60%
Cash value of fixed income investment upon issue98.82%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date11.12.2023
Redemption amount1'000.00

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