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ZKB Barrier Reverse Convertible on worst of
Sika AG/SGS Ltd/ABB - Accelleron Basket

ISIN: CH1139769454 Security: 113976945 Symbol: n.a. Life cycle
redeemed

Bid Price 103.26%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 10.06.2024 02:25:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Sika Nn.v258.10CHF258.10
(100.00%)
4.76%180.670
(70.00%)
33.33%19.3723
SGS Nn.v90.16CHF90.16
(100.00%)
-8.37%63.112
(70.00%)
24.14%55.4570
Basket ABBN ACLNn.v29.76CHF29.76
(100.00%)
n.a.20.832
(70.00%)
n.a.168.0108

Reference data

ISIN CH1139769454
Security 113976945
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation at maturity
Maximum repayment 5'706.96

Coupon

Coupon (Coupon p.a.)14.14% (7.06% )
Coupon paymentguaranteed
Interest portion p.a.0.58%
Premium portion p.a.6.48%
Coupon daten.a.
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date09.06.2022
Payment day16.06.2022
First trading day16.06.2022
Last trading day10.06.2024
Final fixing day10.06.2024
Redemption date17.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -7.72%

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 Return0.58%
Cash value of fixed income investment upon issue98.86%
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-

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