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ZKB Barrier Reverse Convertible on worst of Swisscom N / Logitech Intl N / Zurich Insur Gr N
Swisscom AG/Logitech International SA/Zurich Insurance Group AG

ISIN: CH1139775329 Security: 113977532 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.33%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 21.06.2024 10:15:12

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Swisscom N500502.60CHF502.60
(100.00%)
-0.42%301.560
(60.00%)
39.75%1.9897
Logitech Intl N86.4856.82CHF56.82
(100.00%)
33.99%34.092
(60.00%)
60.39%17.5994
Zurich Insurance N482.8415.30CHF415.30
(100.00%)
14.21%249.180
(60.00%)
48.53%2.4079

Reference data

ISIN CH1139775329
Security 113977532
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'120.62

Coupon

Coupon (Coupon p.a.)12.06% (6.03% )
Coupon paymentguaranteed
Interest portion p.a.0.63%
Premium portion p.a.5.40%
Coupon date12.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date05.08.2022
Payment day12.08.2022
First trading day12.08.2022
Last trading day05.08.2024
Final fixing day05.08.2024
Redemption date12.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term42
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -0.42%

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 Return0.63%
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 date12.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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