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ZKB Callable Barrier Reverse Convertible on worst of
EURO STOXX 50® Index/S&P 500® Index/SMI® Index/Nikkei 225® Index

ISIN: CH1214861903 Security: 121486190 Symbol: Z22AEZ Life cycle
Secondary market

Bid Price n.a.

Ask Price n.a.

Currency qn.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
EURO STOXX 50® Index5064.143'935.51EUR3'935.51
(100.00%)
19.47%2'361.306
(60.00%)
51.68%n.a.
S&P 500® Indexn.a.3'963.94USD3'963.94
(100.00%)
21.76%2'378.364
(60.00%)
53.06%n.a.
SMI® Index12037.9911'162.16CHF11'162.16
(100.00%)
2.43%6'697.296
(60.00%)
41.46%n.a.
Nikkei 225® Indexn.a.28'027.84JPY28'027.84
(100.00%)
28.57%16'816.704
(60.00%)
57.14%n.a.

Reference data

ISIN CH1214861903
Security 121486190
Symbol Z22AEZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'150.20

Coupon

Coupon (Coupon p.a.)15.02% (7.51% )
Coupon paymentguaranteed
Interest portion p.a.1.23%
Premium portion p.a.6.28%
Coupon date05.06.2024
Day count convention30/360 (German), modified following
Accrued coupon1.77%

Life cycle

Issue price100.00%
Initial fixing date28.11.2022
Payment day05.12.2022
First trading day05.12.2022
Last trading day29.11.2024
Final fixing day29.11.2024
Redemption date05.12.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term195
Issue amount4'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue 2.49%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zürcher Kantonalbank Finance (Guernsey) Ltd
Keep-Well Agreement with Zürcher Kantonalbank, Zürich
Issuer rating
Lead manager Zürcher Kantonalbank, Zürich
Payment, execution and calculation agent Zürcher Kantonalbank, Zürich

Tax aspects (Private investor tax domicile Switzerland)

Income taxYes
Withholding taxNo
Stamp duty payable in the secondary marketYes
Stamp duty payable upon delivery of the securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Returnn.a.
Cash value of fixed income investment upon issuen.a.
Cash value of fixed income investment upon redemptionn.a.

Sales restrictions

USA, US persons, EEA, Guernsey, GB

Redemption

Redemption date05.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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