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ZKB Barrier Reverse Convertible on worst of McDonald's Rg / Procter&Gamble Rg / Coca-Cola Co Rg
McDonald's Corp/Procter & Gamble Co/Coca-Cola Co

ISIN: CH1139772177 Security: 113977217 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
McDonald's An.v252.10USD252.10
(100.00%)
4.04%163.865
(65.00%)
37.63%3.9667
Procter & Gamble An.v146.04USD146.04
(100.00%)
12.56%94.926
(65.00%)
43.16%6.8474
Coca-Cola An.v63.95USD63.95
(100.00%)
-0.02%41.568
(65.00%)
34.99%15.6372

Reference data

ISIN CH1139772177
Security 113977217
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'163.53

Coupon

Coupon (Coupon p.a.)16.35% (8.53% )
Coupon paymentguaranteed
Interest portion p.a.2.85%
Premium portion p.a.5.68%
Coupon daten.a.
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date05.07.2022
Payment day12.07.2022
First trading day12.07.2022
Last trading day05.06.2024
Final fixing day05.06.2024
Redemption date12.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
Issue amount200'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -0.02%

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 Return2.85%
Cash value of fixed income investment upon issue94.75%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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