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ZKB Barrier Reverse Convertible on worst of BMW I / Volkswagen Vz I / Mercedes-Benz Grp.N
Bayerische Motoren Werke AG/Volkswagen AG/Mercedes-Benz Group AG

ISIN: CH1164340478 Security: 116434047 Symbol: Z05F8Z 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
BMW An.v73.39EUR73.39
(100.00%)
23.25%36.695
(50.00%)
61.62%13.6258
Volkswagen VAn.v111.8013EUR111.80
(100.00%)
-0.13%55.901
(50.00%)
49.94%8.9444
Daimler Nn.v52.67EUR52.67
(100.00%)
14.39%26.335
(50.00%)
57.19%18.9861

Reference data

ISIN CH1164340478
Security 116434047
Symbol Z05F8Z
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'186.75

Coupon

Coupon (Coupon p.a.)18.68% (12.45% )
Coupon paymentguaranteed
Interest portion p.a.0.85%
Premium portion p.a.11.60%
Coupon daten.a.
Day count convention30/360 (German), modified following
Accrued coupon12.38%

Life cycle

Issue price100.00%
Initial fixing date13.07.2022
Payment day19.07.2022
First trading day19.07.2022
Last trading day15.01.2024
Final fixing day15.01.2024
Redemption date19.01.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -0.13%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zürcher Kantonalbank Finance (Guernsey) Ltd
Keep-Well Agreement with Zürcher Kantonalbank, Zürich
Issuer rating
Lead manager Zürcher Kantonalbank, Zürich
Payment, execution and calculation agent Zürcher Kantonalbank, Zürich

Tax aspects (Private investor tax domicile Switzerland)

Income taxYes
Withholding taxNo
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 Return0.85%
Cash value of fixed income investment upon issue98.74%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.01.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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