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ZKB Callable Barrier Reverse Convertible on worst of
SAP SE/Siemens AG

ISIN: CH1218233141 Security: 121823314 Symbol: n.a. Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
SAP An.v102.34EUR102.34
(100.00%)
30.40%66.521
(65.00%)
54.76%9.7714
Siemens Nn.v133.04EUR133.04
(100.00%)
18.69%86.476
(65.00%)
47.15%7.5165

Reference data

ISIN CH1218233141
Security 121823314
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'147.09

Coupon

Coupon (Coupon p.a.)14.71% (9.79% )
Coupon paymentguaranteed
Interest portion p.a.2.71%
Premium portion p.a.7.08%
Coupon daten.a.
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date09.12.2022
Payment day16.12.2022
First trading day16.12.2022
Last trading day10.06.2024
Final fixing day10.06.2024
Redemption date17.06.2024
Redemption typephysical delivery or cash settlement
Early redemption11.12.2023
Residual term0
Issue amount50'000.00

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 22.99%

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 issue96.06%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date11.12.2023
Redemption amount1'000.00

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