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ZKB Callable Barrier Reverse Convertible on worst of
Zurich Insurance Group AG/UBS Group AG/Roche Holding AG/Nestlé AG/ABB - Accelleron Basket

ISIN: CH1139777028 Security: 113977702 Symbol: n.a. 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
Zurich Insurance N485.3433.50CHF433.50
(100.00%)
4.20%260.100
(60.00%)
42.52%2.3068
UBS Group AG26.5116.10CHF16.10
(100.00%)
41.09%9.660
(60.00%)
64.65%62.1118
Roche GS253.4314.05CHF314.05
(100.00%)
-39.83%188.430
(60.00%)
16.10%3.1842
Nestlé N93.9115.02CHF115.02
(100.00%)
-21.53%69.012
(60.00%)
27.08%8.6941
ABB N49.6728.91CHF28.91
(100.00%)
41.76%17.346
(60.00%)
65.06%34.5901

Reference data

ISIN CH1139777028
Security 113977702
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'225.01

Coupon

Coupon (Coupon p.a.)22.50% (11.25% )
Coupon paymentguaranteed
Interest portion p.a.0.71%
Premium portion p.a.10.54%
Coupon date23.08.2024
Day count convention30/360 (German), modified following
Accrued coupon2.59%

Life cycle

Issue price100.00%
Initial fixing date16.08.2022
Payment day23.08.2022
First trading day23.08.2022
Last trading day16.08.2024
Final fixing day16.08.2024
Redemption date23.08.2024
Redemption typephysical delivery or cash settlement
Early redemption15.05.2024
Residual term50
Issue amount250'000.00

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 -28.48%

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 Return0.71%
Cash value of fixed income investment upon issue98.60%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Early redemption

Redemption date15.05.2024
Redemption amount1'000.00

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