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ZKB Barrier Reverse Convertible on worst of Siemens N / Vinci / Alstom
Siemens AG/Vinci SA/Alstom SA

ISIN: CH1139786276 Security: 113978627 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.47%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 21'000.00

Volume n.a.

Date/time (realtime) 14.05.2024 05:45:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Siemens N185.24111.40EUR111.40
(100.00%)
39.86%72.410
(65.00%)
60.91%8.9767
Vinci A115.993.125EUR93.13
(100.00%)
19.65%60.531
(65.00%)
47.77%10.7383
Alstom A18.2620.905EUR20.91
(100.00%)
-14.49%13.588
(65.00%)
25.58%47.8355

Reference data

ISIN CH1139786276
Security 113978627
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'234.51

Coupon

Coupon (Coupon p.a.)23.45% (14.05% )
Coupon paymentguaranteed
Interest portion p.a.2.64%
Premium portion p.a.11.41%
Coupon date08.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date31.10.2022
Payment day07.11.2022
First trading day07.11.2022
Last trading day01.07.2024
Final fixing day01.07.2024
Redemption date08.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term47
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 -12.65%

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 Return2.64%
Cash value of fixed income investment upon issue95.75%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date08.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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