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ZKB Barrier Reverse Convertible on worst of Zurich Insur Gr N / Galenica N / Baloise Hldg N
Zurich Insurance Group AG/Galenica AG/Baloise-Holding AG

ISIN: CH1139771658 Security: 113977165 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.v419.00CHF419.00
(100.00%)
12.54%293.300
(70.00%)
38.78%119.3317
Galenica An.v70.50CHF70.50
(100.00%)
4.15%49.350
(70.00%)
32.90%709.2199
Bâloise-Hldg Nn.v157.20CHF157.20
(100.00%)
0.63%110.040
(70.00%)
30.44%318.0662

Reference data

ISIN CH1139771658
Security 113977165
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 50'000.00
Barrier level observation continuous
Maximum repayment 56'708.50

Coupon

Coupon (Coupon p.a.)13.42% (6.71% )
Coupon paymentguaranteed
Interest portion p.a.1.05%
Premium portion p.a.5.66%
Coupon daten.a.
Day count convention30/360 (German), modified following
Accrued coupon3.32%

Life cycle

Issue price100.00%
Initial fixing date28.06.2022
Payment day05.07.2022
First trading day05.07.2022
Last trading day28.06.2024
Final fixing day28.06.2024
Redemption date05.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 50'000.00
Performance of underlying since issue 0.64%

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 Return1.05%
Cash value of fixed income investment upon issue97.93%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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