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30.74% ZKB Barrier Reverse Convertible, 25.08.2025 on worst of ALO FP/SIE GY/DG FP
Siemens AG/Vinci SA/Alstom SA

ISIN: CH1218229628 Security: 121822962 Symbol: n.a. Life cycle
Secondary market

Bid Price 93.07%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 28.05.2024 05:45:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Siemens N177.26122.98EUR122.98
(100.00%)
30.62%79.937
(65.00%)
54.90%8.1314
Vinci A114.595.72EUR95.72
(100.00%)
16.40%62.218
(65.00%)
45.66%10.4471
Alstom A18.7722.3520EUR22.35
(100.00%)
-19.08%14.529
(65.00%)
22.60%44.7388

Reference data

ISIN CH1218229628
Security 121822962
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'307.45

Coupon

Coupon (Coupon p.a.)30.75% (11.16% )
Coupon paymentguaranteed
Interest portion p.a.2.61%
Premium portion p.a.8.55%
Coupon date26.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date16.11.2022
Payment day23.11.2022
First trading day23.11.2022
Last trading day18.08.2025
Final fixing day18.08.2025
Redemption date25.08.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term446
Issue amount30'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -16.03%

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 Return2.61%
Cash value of fixed income investment upon issue93.15%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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