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ZKB Callable Barrier Reverse Convertible on worst of
Zurich Insurance Group AG/Assicurazioni Generali S.p.A./AXA SA/Allianz SE

ISIN: CH1139778042 Security: 113977804 Symbol: n.a. Life cycle
redeemed

Bid Price 100.95%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 23.11.2023 05:45:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Zurich Insurance N480424.40CHF424.40
(100.00%)
2.17%212.200
(50.00%)
51.08%n.a.
Assicuraz.Gen.A22.6814.925EUR14.93
(100.00%)
20.83%7.463
(50.00%)
60.42%n.a.
AXA A33.2923.695EUR23.70
(100.00%)
16.09%11.848
(50.00%)
58.05%n.a.
Allianz N265.9172.74EUR172.74
(100.00%)
25.64%86.370
(50.00%)
62.82%n.a.

Reference data

ISIN CH1139778042
Security 113977804
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'170.63

Coupon

Coupon (Coupon p.a.)17.06% (8.53% )
Coupon paymentguaranteed
Interest portion p.a.1.00%
Premium portion p.a.7.53%
Coupon date30.08.2024
Day count convention30/360 (German), modified following
Accrued coupon2.09%

Life cycle

Issue price100.00%
Initial fixing date23.08.2022
Payment day30.08.2022
First trading day30.08.2022
Last trading day23.08.2024
Final fixing day23.08.2024
Redemption date30.08.2024
Redemption typeCash Settlement
Early redemption23.11.2023
Residual term6
Issue amount20'000.00

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 2.21%

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 Return1.00%
Cash value of fixed income investment upon issue98.03%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date30.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date23.11.2023
Redemption amount1'000.00

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