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ZKB Barrier Reverse Convertible on worst of Danone / L'Oreal / Beiersdorf I
Danone SA/L'Oréal S.A./Beiersdorf AG

ISIN: CH1139779594 Security: 113977959 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
DANONE An.v52.39EUR52.39
(100.00%)
16.71%26.195
(50.00%)
58.35%19.0876
L'Oréal An.v348.10EUR348.10
(100.00%)
11.56%174.050
(50.00%)
55.78%2.8727
Beiersdorf An.v100.65EUR100.65
(100.00%)
22.64%50.325
(50.00%)
61.32%9.9354

Reference data

ISIN CH1139779594
Security 113977959
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'147.86

Coupon

Coupon (Coupon p.a.)14.79% (7.37% )
Coupon paymentguaranteed
Interest portion p.a.1.96%
Premium portion p.a.5.41%
Coupon daten.a.
Day count convention30/360 (German), modified following
Accrued coupon3.54%

Life cycle

Issue price100.00%
Initial fixing date31.08.2022
Payment day07.09.2022
First trading day07.09.2022
Last trading day02.09.2024
Final fixing day02.09.2024
Redemption date09.09.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
Issue amount80'000.00

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 13.07%

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 Return1.96%
Cash value of fixed income investment upon issue96.18%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date09.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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