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27.08% ZKB Barrier Reverse Convertible, 25.11.2024 on worst of DG FP/SIE GY/ALO FP
Alstom SA/Siemens AG/Vinci SA

ISIN: CH1218230014 Security: 121823001 Symbol: n.a. Life cycle
Secondary market

Bid Price 94.90%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 45'000.00

Volume n.a.

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

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Alstom A18.7722.4557EUR22.46
(100.00%)
-19.64%15.719
(70.00%)
16.25%44.5321
Siemens N177.26131.42EUR131.42
(100.00%)
25.86%91.994
(70.00%)
48.10%7.6092
Vinci A114.594.55EUR94.55
(100.00%)
17.42%66.185
(70.00%)
42.20%10.5764

Reference data

ISIN CH1218230014
Security 121823001
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'270.88

Coupon

Coupon (Coupon p.a.)27.09% (13.54% )
Coupon paymentguaranteed
Interest portion p.a.2.71%
Premium portion p.a.10.84%
Coupon date26.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date18.11.2022
Payment day25.11.2022
First trading day25.11.2022
Last trading day18.11.2024
Final fixing day18.11.2024
Redemption date25.11.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term173
Issue amount45'000.00

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 -16.41%

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 Return2.71%
Cash value of fixed income investment upon issue94.80%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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