Inhaltsseite: Home

ZKB Barrier Reverse Convertible on worst of Microsoft Rg / Adobe Rg / Alphabet-A Rg
Microsoft Corp/Adobe Inc/Alphabet Inc

ISIN: CH1139771344 Security: 113977134 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.96%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 40'000.00

Volume n.a.

Date/time (realtime) 26.07.2024 10:15:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Microsoft N418.4254.35USD254.35
(100.00%)
39.21%165.328
(65.00%)
60.49%19.6580
Adobe Systems A532.15371.85USD371.85
(100.00%)
30.12%241.703
(65.00%)
54.58%13.4463
Alphabet A -A-167.28111.4975USD111.50
(100.00%)
33.35%72.473
(65.00%)
56.68%44.8441

Reference data

ISIN CH1139771344
Security 113977134
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 5'000.00
Barrier level observation at maturity
Maximum repayment 6'175.50

Coupon

Coupon (Coupon p.a.)23.51% (10.85% )
Coupon paymentguaranteed
Interest portion p.a.3.04%
Premium portion p.a.7.81%
Coupon date30.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date23.06.2022
Payment day30.06.2022
First trading day30.06.2022
Last trading day23.08.2024
Final fixing day23.08.2024
Redemption date30.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term27
Issue amount40'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 5'000.00
Performance of underlying since issue 43.11%

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 Return3.04%
Cash value of fixed income investment upon issue93.72%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date30.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading