Inhaltsseite: Home

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

ISIN: CH1139787035 Security: 113978703 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.75%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 03.07.2024 02:20:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
S&P 500® Indexn.a.3'717.765USD3'717.77
(100.00%)
32.51%1'858.883
(50.00%)
66.26%n.a.
SMI® Index12018.310'649.13CHF10'649.13
(100.00%)
11.42%5'324.565
(50.00%)
55.71%n.a.
EURO STOXX 50® Index4965.83'567.13EUR3'567.13
(100.00%)
28.12%1'783.565
(50.00%)
64.06%n.a.

Reference data

ISIN CH1139787035
Security 113978703
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'148.64

Coupon

Coupon (Coupon p.a.)14.86% (7.41% )
Coupon paymentguaranteed
Interest portion p.a.4.87%
Premium portion p.a.2.54%
Coupon date12.08.2024
Day count convention30/360 (German), modified following
Accrued coupon1.11%

Life cycle

Issue price100.00%
Initial fixing date03.11.2022
Payment day10.11.2022
First trading day10.11.2022
Last trading day04.11.2024
Final fixing day04.11.2024
Redemption date12.11.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term123
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 12.89%

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 Return4.87%
Cash value of fixed income investment upon issue90.91%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading