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ZKB Reverse Convertible on worst of
Zurich Insurance Group AG/Novartis - Sandoz Basket/Roche Holding AG/Nestlé AG

ISIN: CH1139749399 Security: 113974939 Symbol: n.a. Life cycle
redeemed

Bid Price 95.22%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 15.07.2024 05:35:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Zurich Insurance N473.9433.10CHF324.83 (75.00%)32.40%3.0786
NOVN SDZ Basket280.1364.00CHF61.19 (75.00%)30.09%3.6630
Roche GS94.5121.18CHF273.00 (75.00%)-5.53%11.0029

Reference data

ISIN CH1139749399
Security 113974939
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)7.08% (2.82% )
Coupon paymentguaranteed
Interest portion p.a.0.00%
Premium portion p.a.2.82%
Coupon daten.a.
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date13.01.2022
Payment day20.01.2022
First trading day20.01.2022
Last trading day15.07.2024
Final fixing day15.07.2024
Redemption date22.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
Issue amount30'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -28.93%

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 date22.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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