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ZKB Autocallable Reverse Convertible on worst of
ConocoPhillips/EOG Resources Inc/Schlumberger Ltd

ISIN: CH1164344991 Security: 116434499 Symbol: n.a. Life cycle
redeemed

Bid Price 108.92%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 31.07.2023 04:50:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
ConocoPhillips A113.9994.8888USD53.98 (56.89%)54.19%18.5246
EOG Resources A128.17107.2312USD61.00 (56.89%)54.92%16.3924
Schlumberger A46.1936.3668USD20.69 (56.89%)64.56%48.3347

Reference data

ISIN CH1164344991
Security 116434499
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)COP + 10.00%
Coupon paymentguaranteed
Interest portion p.a.COP
Premium portion p.a.10.000%
Coupon date05.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date29.07.2022
Payment day05.08.2022
First trading day05.08.2022
Last trading day29.07.2025
Final fixing day29.07.2025
Redemption date05.08.2025
Redemption typephysical delivery or cash settlement
Early redemption31.07.2023
Residual term382
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 24.18%

Product type

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

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return2.70%
Cash value of fixed income investment upon issue92.31%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date31.07.2023
Redemption amount1'000.00

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