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ZKB Barrier Reverse Convertible on worst of Procter&Gamble Rg / McDonald's Rg / Coca-Cola Co Rg
Procter & Gamble Co/McDonald's Corp/Coca-Cola Co

ISIN: CH1139781525 Security: 113978152 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.38%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 26'000.00

Volume n.a.

Date/time (realtime) 31.05.2024 05:45:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Procter & Gamble A164.54136.5663USD136.57
(100.00%)
16.36%109.253
(80.00%)
33.09%7.3225
McDonald's A258.89251.7856USD251.79
(100.00%)
1.18%201.429
(80.00%)
20.94%3.9716
Coca-Cola A62.9359.3052USD59.31
(100.00%)
4.35%47.444
(80.00%)
23.48%16.8619

Reference data

ISIN CH1139781525
Security 113978152
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'201.65

Coupon

Coupon (Coupon p.a.)20.17% (9.68% )
Coupon paymentguaranteed
Interest portion p.a.4.06%
Premium portion p.a.5.62%
Coupon date23.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date16.09.2022
Payment day23.09.2022
First trading day23.09.2022
Last trading day16.10.2024
Final fixing day16.10.2024
Redemption date23.10.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term135
Issue amount26'000.00

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 1.19%

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 Return4.06%
Cash value of fixed income investment upon issue92.04%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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