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

ISIN: CH1139786615 Security: 113978661 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.36%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 40'000.00

Volume n.a.

Date/time (realtime) 15.05.2024 05:45:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Siemens N187.7112.64EUR112.64
(100.00%)
39.99%73.216
(65.00%)
60.99%8.8778
Vinci A116.694.78EUR94.78
(100.00%)
18.71%61.607
(65.00%)
47.16%10.5508
Alstom A17.9921.01EUR21.01
(100.00%)
-16.79%13.657
(65.00%)
24.09%47.5964

Reference data

ISIN CH1139786615
Security 113978661
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'236.35

Coupon

Coupon (Coupon p.a.)23.64% (14.18% )
Coupon paymentguaranteed
Interest portion p.a.2.65%
Premium portion p.a.11.54%
Coupon date09.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date02.11.2022
Payment day09.11.2022
First trading day09.11.2022
Last trading day02.07.2024
Final fixing day02.07.2024
Redemption date09.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term46
Issue amount40'000.00

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 -14.37%

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 Return2.65%
Cash value of fixed income investment upon issue95.74%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date09.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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