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

ISIN: CH1139771922 Security: 113977192 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.32%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 40'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 09:30:11

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Sika N264.3217.80CHF217.80
(100.00%)
17.34%152.460
(70.00%)
42.14%22.9568
SGS N83.5286.72CHF86.72
(100.00%)
-5.58%60.704
(70.00%)
26.10%57.6568
Basket ABBN ACLN30.74625.18CHF25.18
(100.00%)
n.a.17.626
(70.00%)
n.a.198.5703

Reference data

ISIN CH1139771922
Security 113977192
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation at maturity
Maximum repayment 5'842.25

Coupon

Coupon (Coupon p.a.)16.84% (8.09% )
Coupon paymentguaranteed
Interest portion p.a.0.79%
Premium portion p.a.7.30%
Coupon date07.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date30.06.2022
Payment day07.07.2022
First trading day07.07.2022
Last trading day30.07.2024
Final fixing day30.07.2024
Redemption date07.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term7
Issue amount40'000.00

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 -5.28%

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 Return0.79%
Cash value of fixed income investment upon issue98.38%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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