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ZKB Barrier Reverse Convertible on worst of BMW I / Siemens N / Henkel Vz I / Allianz N
Bayerische Motoren Werke AG/Siemens AG/Henkel AG & Co. KGaA/Allianz SE

ISIN: CH1139775154 Security: 113977515 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.44%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 21'000.00

Volume n.a.

Date/time (realtime) 17.04.2024 12:50:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
BMW A88.277.18EUR77.18
(100.00%)
27.70%46.308
(60.00%)
56.62%12.9567
Siemens N168.82109.12EUR109.12
(100.00%)
37.23%65.472
(60.00%)
62.34%9.1642
Henkel VA79.9864.04EUR64.04
(100.00%)
9.98%38.424
(60.00%)
45.99%15.6152
Allianz N258.9180.08EUR180.08
(100.00%)
31.45%108.048
(60.00%)
58.87%5.5531

Reference data

ISIN CH1139775154
Security 113977515
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'181.30

Coupon

Coupon (Coupon p.a.)18.13% (9.05% )
Coupon paymentguaranteed
Interest portion p.a.1.03%
Premium portion p.a.8.02%
Coupon date12.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date04.08.2022
Payment day11.08.2022
First trading day11.08.2022
Last trading day05.08.2024
Final fixing day05.08.2024
Redemption date12.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term9
Issue amount21'000.00

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 11.09%

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 Return1.03%
Cash value of fixed income investment upon issue97.96%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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