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ZKB Barrier Reverse Convertible on worst of Zurich Insur Gr N / UBS Group N / Part Grp Hldg N
Zurich Insurance Group AG/UBS Group AG/Partners Group Holding AG

ISIN: CH1139776442 Security: 113977644 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.41%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 25'000.00

Volume n.a.

Date/time (realtime) 03.06.2024 08:00:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Zurich Insurance N473.7442.90CHF442.90
(100.00%)
6.50%221.450
(50.00%)
53.25%11.2892
UBS Group AG28.4916.01CHF16.01
(100.00%)
43.80%8.005
(50.00%)
71.90%312.3048
Part Grp Hldg N12061'034.00CHF1'034.00
(100.00%)
14.26%517.000
(50.00%)
57.13%4.8356

Reference data

ISIN CH1139776442
Security 113977644
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'693.35

Coupon

Coupon (Coupon p.a.)13.87% (6.91% )
Coupon paymentguaranteed
Interest portion p.a.0.65%
Premium portion p.a.6.26%
Coupon date19.08.2024
Day count convention30/360 (German), modified following
Accrued coupon0.25%

Life cycle

Issue price100.00%
Initial fixing date11.08.2022
Payment day17.08.2022
First trading day17.08.2022
Last trading day12.08.2024
Final fixing day12.08.2024
Redemption date19.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term69
Issue amount25'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue 6.95%

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 Return0.65%
Cash value of fixed income investment upon issue98.71%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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