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ZKB Callable Barrier Reverse Convertible on worst of
Unilever NV/Danone SA/Carrefour SA

ISIN: CH1139787050 Security: 113978705 Symbol: n.a. Life cycle
redeemed

Bid Price 101.20%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 120'000.00

Volume n.a.

Date/time (realtime) 05.02.2024 05:45:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Unilever PLC N58.3845.775EUR45.78
(100.00%)
-0.07%22.888
(50.00%)
49.97%218.4599
DANONE A65.3849.70EUR49.70
(100.00%)
19.48%24.850
(50.00%)
59.74%201.2072
Carrefour A15.12516.175EUR16.18
(100.00%)
-2.05%8.088
(50.00%)
48.97%618.2380

Reference data

ISIN CH1139787050
Security 113978705
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 11'915.28

Coupon

Coupon (Coupon p.a.)19.15% (9.56% )
Coupon paymentguaranteed
Interest portion p.a.2.77%
Premium portion p.a.6.80%
Coupon date11.11.2024
Day count convention30/360 (German), modified following
Accrued coupon2.28%

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 date11.11.2024
Redemption typephysical delivery or cash settlement
Early redemption05.02.2024
Residual term52
Issue amount120'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 10'000.00
Performance of underlying since issue -2.01%

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 Return2.77%
Cash value of fixed income investment upon issue94.68%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date11.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date05.02.2024
Redemption amount10'000.00

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