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ZKB Callable Barrier Reverse Convertible on worst of
Chocoladefabriken Lindt & Spruengli AG/ABB Ltd/Straumann Holding AG

ISIN: CH1139783398 Security: 113978339 Symbol: n.a. Life cycle
redeemed

Bid Price 100.90%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 40'000.00

Volume n.a.

Date/time (realtime) 04.10.2023 05:35:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Lindt & Sprüngli...110009'680.00CHF9'680.00
(100.00%)
2.47%5'324.000
(55.00%)
46.36%1.0331
ABB N49.3725.22CHF25.22
(100.00%)
22.66%13.871
(55.00%)
57.46%396.5107
Straumann Hldg N138.995.34CHF95.34
(100.00%)
16.84%52.437
(55.00%)
54.26%104.8878

Reference data

ISIN CH1139783398
Security 113978339
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 10'000.00
Barrier level observation at maturity
Maximum repayment 11'564.74

Coupon

Coupon (Coupon p.a.)15.65% (7.82% )
Coupon paymentguaranteed
Interest portion p.a.1.14%
Premium portion p.a.6.68%
Coupon date11.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date04.10.2022
Payment day11.10.2022
First trading day11.10.2022
Last trading day04.10.2024
Final fixing day04.10.2024
Redemption date11.10.2024
Redemption typephysical delivery or cash settlement
Early redemption04.10.2023
Residual term6
Issue amount40'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 10'000.00
Performance of underlying since issue 2.53%

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 Return1.14%
Cash value of fixed income investment upon issue97.76%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date11.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date04.10.2023
Redemption amount10'000.00

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