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ZKB Barrier Reverse Convertible on worst of EURO STOXX 50 Price EUR / SMI® Swiss Market Index Price Index / S&P 500
EURO STOXX 50/Swiss Market Index SMI®/S&P 500®

ISIN: CH1139782648 Security: 113978264 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.68%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 22.05.2024 05:45:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
EURO STOXX 50® Index5025.173'357.6620EUR3'357.66
(100.00%)
33.18%2'182.480
(65.00%)
56.56%n.a.
SMI® Index11958.6710'138.2694CHF10'138.27
(100.00%)
15.22%6'589.875
(65.00%)
44.89%n.a.
S&P 500® Indexn.a.3'688.5545USD3'688.55
(100.00%)
30.64%2'397.560
(65.00%)
54.91%n.a.

Reference data

ISIN CH1139782648
Security 113978264
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'088.33

Coupon

Coupon (Coupon p.a.)8.83% (4.42% )
Coupon paymentguaranteed
Interest portion p.a.1.69%
Premium portion p.a.2.72%
Coupon date04.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.09.2022
Payment day04.10.2022
First trading day04.10.2022
Last trading day27.09.2024
Final fixing day27.09.2024
Redemption date04.10.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term126
Issue amount200'000.00

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 17.96%

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 Return1.69%
Cash value of fixed income investment upon issue96.70%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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