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ZKB Barrier Reverse Convertible on worst of Apple Rg / Microsoft Rg / Amazon.Com Rg / Alphab Non Vtg-C Rg / SAP I
Apple Inc/Microsoft Corp/Amazon.com Inc/Alphabet Inc/SAP SE

ISIN: CH1132876702 Security: 113287670 Symbol: Z032JZ Life cycle
Secondary market

Bid Price 103.47%

Ask Price 104.07%

Currency qUSD

Exchange ZKB

Volume 250'000.00

Volume n.a.

Date/time (realtime) 10.08.2022 05:16:23

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Apple A169.24141.91USD141.91
(100.00%)
15.52%85.146
(60.00%)
49.31%n.a.
Microsoft A289.16283.52USD283.52
(100.00%)
1.72%170.112
(60.00%)
41.03%n.a.
Amazon.Com A142.69165.798USD165.80
(100.00%)
-16.46%99.479
(60.00%)
30.12%n.a.
Alphabet A -C-120.65136.184USD136.18
(100.00%)
-12.10%81.710
(60.00%)
32.74%n.a.
SAP A93.38117.1025EUR117.10
(100.00%)
-25.40%70.262
(60.00%)
24.76%n.a.

Reference data

ISIN CH1132876702
Security 113287670
Symbol Z032JZ
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'112.00

Coupon

Coupon (Coupon p.a.)11.20% (11.20% )
Coupon paymentguaranteed
Interest portion p.a.0.24%
Premium portion p.a.10.96%
Coupon date05.10.2022
Day count convention30/360 (German), modified following
Accrued coupon4.01%

Life cycle

Issue price100.00%
Initial fixing date28.09.2021
Payment day05.10.2021
First trading day05.10.2021
Last trading day28.09.2022
Final fixing day28.09.2022
Redemption date05.10.2022
Redemption typeCash Settlement
Early redemptionNo
Residual term47
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -20.26%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zürcher Kantonalbank Finance (Guernsey) Ltd
Keep-Well Agreement with Zürcher Kantonalbank, Zürich
Issuer rating
Lead manager Zürcher Kantonalbank, Zürich
Payment, execution and calculation agent Zürcher Kantonalbank, Zürich

Tax aspects (Private investor tax domicile Switzerland)

Income taxYes
Withholding taxNo
Stamp duty payable in the secondary marketNo
Stamp duty payable upon delivery of the securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.24%
Cash value of fixed income investment upon issue99.76%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.10.2022
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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