Inhaltsseite: Home

ZKB Callable Barrier Reverse Convertible on worst of
Zurich Insurance Group AG/Helvetia Holding AG/Swiss Re AG/Swiss Life Holding AG

ISIN: CH1139781806 Security: 113978180 Symbol: n.a. Life cycle
redeemed

Bid Price 101.12%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 20.09.2023 05:45:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Zurich Insurance N475.6429.20CHF429.20
(100.00%)
0.14%236.060
(55.00%)
45.08%2.3299
Helvetia Hldg N123.1103.30CHF103.30
(100.00%)
21.50%56.815
(55.00%)
56.83%9.6805
Swiss Re N110.3581.98CHF81.98
(100.00%)
13.71%45.089
(55.00%)
52.54%12.1981
Swiss Life N669.4512.80CHF512.80
(100.00%)
10.97%282.040
(55.00%)
51.03%1.9501

Reference data

ISIN CH1139781806
Security 113978180
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'177.02

Coupon

Coupon (Coupon p.a.)17.70% (8.85% )
Coupon paymentguaranteed
Interest portion p.a.1.77%
Premium portion p.a.7.08%
Coupon date27.09.2024
Day count convention30/360 (German), modified following
Accrued coupon2.14%

Life cycle

Issue price100.00%
Initial fixing date20.09.2022
Payment day27.09.2022
First trading day27.09.2022
Last trading day20.09.2024
Final fixing day20.09.2024
Redemption date27.09.2024
Redemption typephysical delivery or cash settlement
Early redemption20.09.2023
Residual term71
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 0.14%

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 Return1.77%
Cash value of fixed income investment upon issue96.55%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date20.09.2023
Redemption amount1'000.00

Ajax loading