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ZKB Barrier Reverse Convertible on worst of
adidas AG/INDUSTRIA DE DISENO TEXTIL S.A./Essilor International SA

ISIN: CH1139786201 Security: 113978620 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.46%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 21'000.00

Volume n.a.

Date/time (realtime) 14.05.2024 10:15:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Adidas N227.298.92EUR98.92
(100.00%)
56.02%59.352
(60.00%)
73.61%10.1092
Inditex A43.4822.8247EUR22.82
(100.00%)
47.29%13.695
(60.00%)
68.37%43.8123
Essilor Inter SA A206.4160.90EUR160.90
(100.00%)
21.78%96.540
(60.00%)
53.07%6.2150

Reference data

ISIN CH1139786201
Security 113978620
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'202.19

Coupon

Coupon (Coupon p.a.)20.22% (12.11% )
Coupon paymentguaranteed
Interest portion p.a.2.56%
Premium portion p.a.9.55%
Coupon date05.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date28.10.2022
Payment day04.11.2022
First trading day04.11.2022
Last trading day28.06.2024
Final fixing day28.06.2024
Redemption date05.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term43
Issue amount21'000.00

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 27.84%

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 Return2.56%
Cash value of fixed income investment upon issue95.86%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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