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ZKB Reverse Convertible on worst of Alphabet-A Rg / Apple Rg / Microsoft Rg
Alphabet Inc/Apple Inc/Microsoft Corp

ISIN: CH1139767375 Security: 113976737 Symbol: n.a. Life cycle
redeemed

Bid Price 101.84%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 25'000.00

Volume n.a.

Date/time (realtime) 23.05.2024 10:15:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Alphabet A -A-173.55111.2078USD88.97 (80.00%)49.56%56.2011
Apple A186.86140.605USD112.48 (80.00%)41.08%44.4508
Microsoft N427257.915USD206.33 (80.00%)52.07%24.2328

Reference data

ISIN CH1139767375
Security 113976737
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)17.11% (8.56% )
Coupon paymentguaranteed
Interest portion p.a.2.65%
Premium portion p.a.5.91%
Coupon date31.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date23.05.2022
Payment day31.05.2022
First trading day31.05.2022
Last trading day23.05.2024
Final fixing day23.05.2024
Redemption date31.05.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
Issue amount25'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 5'000.00
Performance of underlying since issue 35.77%

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 Return2.65%
Cash value of fixed income investment upon issue94.91%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date31.05.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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