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ZKB Reverse Convertible on worst of
VAT Group AG/Logitech International SA/ams-OSRAM AG

ISIN: CH1139746890 Security: 113974689 Symbol: n.a. Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

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

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
VAT Group N465.6449.60CHF382.16 (85.00%)8.07%26.1671
Logitech Intl N82.477.12CHF65.55 (85.00%)18.71%152.5506
ams A1.37958.7651CHF7.45 (85.00%)-270.66%1'342.2226

Reference data

ISIN CH1139746890
Security 113974689
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 10'000.00

Coupon

Coupon (Coupon p.a.)19.53% (9.71% )
Coupon paymentguaranteed
Interest portion p.a.0.00%
Premium portion p.a.9.71%
Coupon daten.a.
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date16.12.2021
Payment day23.12.2021
First trading day23.12.2021
Last trading day18.12.2023
Final fixing day18.12.2023
Redemption date27.12.2023
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
Issue amount120'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 10'000.00
Performance of underlying since issue -77.07%

Product type

SSPA derivative category Yield enhancement
SSPA code Reverse convertible (1220)

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 taxNo
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 Return0.00%
Cash value of fixed income investment upon issue100.00%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.12.2023
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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