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ZKB Barrier Reverse Convertible on worst of Cisco Systems Rg / Intel Rg / Microsoft Rg
Cisco Systems Inc/Intel Corp/Microsoft Corp

ISIN: CH1139774934 Security: 113977493 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.18%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 80'000.00

Volume n.a.

Date/time (realtime) 29.11.2023 12:25:12

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Cisco Systems A46.8245.195USD45.20
(100.00%)
5.55%27.117
(60.00%)
43.33%22.1263
Intel A33.3736.205USD36.21
(100.00%)
18.14%21.723
(60.00%)
50.89%27.6205
Microsoft N442.94274.49USD274.49
(100.00%)
28.26%164.694
(60.00%)
56.96%3.6431

Reference data

ISIN CH1139774934
Security 113977493
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'212.67

Coupon

Coupon (Coupon p.a.)21.27% (10.63% )
Coupon paymentguaranteed
Interest portion p.a.2.99%
Premium portion p.a.7.64%
Coupon date09.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date02.08.2022
Payment day09.08.2022
First trading day09.08.2022
Last trading day02.08.2024
Final fixing day02.08.2024
Redemption date09.08.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term9
Issue amount80'000.00

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 5.87%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return2.99%
Cash value of fixed income investment upon issue94.27%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date09.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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