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ZKB Barrier Reverse Convertible on worst of Lindt&Spruengli PS / Sika N / Adecco Group N
Chocoladefabriken Lindt & Spruengli AG/Sika AG/Adecco Group AG

ISIN: CH1139778182 Security: 113977818 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.78%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 31.05.2024 05:45:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Lindt & Sprüngli...1051010'560.00CHF10'560.00
(100.00%)
-0.48%5'280.000
(50.00%)
49.76%1.8939
Sika N272.9226.40CHF226.40
(100.00%)
17.04%113.200
(50.00%)
58.52%88.3392
Adecco N34.1430.83CHF30.83
(100.00%)
9.70%15.415
(50.00%)
54.85%648.7188

Reference data

ISIN CH1139778182
Security 113977818
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 20'000.00
Barrier level observation continuous
Maximum repayment 23'430.56

Coupon

Coupon (Coupon p.a.)17.15% (8.58% )
Coupon paymentguaranteed
Interest portion p.a.1.05%
Premium portion p.a.7.53%
Coupon date30.08.2024
Day count convention30/360 (German), modified following
Accrued coupon0.12%

Life cycle

Issue price100.00%
Initial fixing date23.08.2022
Payment day30.08.2022
First trading day30.08.2022
Last trading day23.08.2024
Final fixing day23.08.2024
Redemption date30.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term82
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 20'000.00
Performance of underlying since issue -0.47%

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 Return1.05%
Cash value of fixed income investment upon issue97.94%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date30.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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