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ZKB Reverse Convertible on worst of Zurich Insur Gr N / Roche Hldg G / Nestlé N
Zurich Insurance Group AG/Roche Holding AG/Nestlé AG

ISIN: CH1139763275 Security: 113976327 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
Zurich Insurance N471.8441.80CHF331.35 (75.00%)25.42%3.0180
Roche GS237.1362.90CHF272.18 (75.00%)-23.04%3.6741
Nestlé N96.62126.00CHF94.50 (75.00%)-2.63%10.5820

Reference data

ISIN CH1139763275
Security 113976327
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)6.09% (3.04% )
Coupon paymentguaranteed
Interest portion p.a.0.26%
Premium portion p.a.2.78%
Coupon daten.a.
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date28.04.2022
Payment day05.05.2022
First trading day05.05.2022
Last trading day29.04.2024
Final fixing day29.04.2024
Redemption date07.05.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
Issue amount20'000.00

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 -39.05%

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 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 Return0.26%
Cash value of fixed income investment upon issue99.49%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.05.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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