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ZKB Barrier Reverse Convertible on worst of Amazon.Com Rg / Nike -B- / Estee Lauder Rg-A
Amazon.com Inc/Nike Inc/Estee Lauder Companies Inc

ISIN: CH1139771351 Security: 113977135 Symbol: n.a. Life cycle
Secondary market

Bid Price 67.36%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 40'000.00

Volume n.a.

Date/time (realtime) 20.05.2024 08:00:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Amazon.Com A183.72108.79USD108.79
(100.00%)
41.10%70.714
(65.00%)
61.71%9.1920
Nike A -B-90.91105.395USD105.40
(100.00%)
-14.34%68.507
(65.00%)
25.68%9.4881
Estee Lauder A131.78253.71USD253.71
(100.00%)
-88.28%164.912
(65.00%)
-22.38%3.9415

Reference data

ISIN CH1139771351
Security 113977135
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'292.30

Coupon

Coupon (Coupon p.a.)29.23% (10.93% )
Coupon paymentguaranteed
Interest portion p.a.2.97%
Premium portion p.a.7.95%
Coupon date03.09.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date23.06.2022
Payment day30.06.2022
First trading day30.06.2022
Last trading day24.02.2025
Final fixing day24.02.2025
Redemption date03.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term279
Issue amount40'000.00

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 -46.89%

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 Return2.97%
Cash value of fixed income investment upon issue92.46%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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