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ZKB Reverse Convertible on worst of Deutsche Bank N / SAP I / Siem Healthin N
Deutsche Bank AG/SAP SE/Siemens Healthineers AG

ISIN: CH1139782739 Security: 113978273 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.80%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 300'000.00

Volume n.a.

Date/time (realtime) 13.05.2024 09:25:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Deutsche Bank N15.8028.208EUR4.92 (60.00%)69.14%n.a.
SAP A176.6883.44EUR50.06 (60.00%)71.62%n.a.
Siem Healthin N52.7841.77EUR25.06 (60.00%)52.62%n.a.

Reference data

ISIN CH1139782739
Security 113978273
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)12.90% (7.66% )
Coupon paymentguaranteed
Interest portion p.a.1.59%
Premium portion p.a.6.07%
Coupon date10.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.09.2022
Payment day04.10.2022
First trading day04.10.2022
Last trading day03.06.2024
Final fixing day03.06.2024
Redemption date10.06.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term20
Issue amount300'000.00

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 26.65%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.59%
Cash value of fixed income investment upon issue97.38%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date10.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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