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ZKB Autocallable Barrier Reverse Convertible on worst of
Banque Cantonale Vaudoise/UBS Group AG/Julius Baer Gruppe AG

ISIN: CH1218228778 Security: 121822877 Symbol: n.a. Life cycle
redeemed

Bid Price 101.10%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 60'000.00

Volume n.a.

Date/time (realtime) 14.08.2023 08:00:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
BC Vaudoise N88.491.50CHF91.50
(100.00%)
6.39%73.200
(80.00%)
25.12%10.9290
UBS Group AG24.6816.29CHF16.29
(100.00%)
19.83%13.032
(80.00%)
35.87%61.3874
Julius Baer Grp N46.5850.72CHF50.72
(100.00%)
15.75%40.576
(80.00%)
32.60%19.7161

Reference data

ISIN CH1218228778
Security 121822877
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)BCVN + 8.45%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date10.11.2022
Payment day17.11.2022
First trading day17.11.2022
Last trading day11.11.2024
Final fixing day11.11.2024
Redemption date18.11.2024
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date11.11.2024
Residual term58
Issue amount60'000.00

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 6.83%

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 Return1.22%
Cash value of fixed income investment upon issue97.60%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date18.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date11.08.2023
Redemption amount1'000.00

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