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ZKB Autocallable Reverse Convertible on worst of
Mercedes-Benz Group AG/Renault SA/Volkswagen AG

ISIN: CH1139785187 Security: 113978518 Symbol: n.a. Life cycle
redeemed

Bid Price 101.44%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 22.04.2024 11:25:12

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Daimler N68.0656.34EUR33.80 (60.00%)54.21%29.5823
Renault A50.232.165EUR19.30 (60.00%)59.16%51.8162
Volkswagen VA120.4128.56EUR77.14 (60.00%)36.01%12.9641

Reference data

ISIN CH1139785187
Security 113978518
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)MBG + 9.99%
Coupon paymentguaranteed
Interest portion p.a.MBG
Premium portion p.a.9.990%
Coupon date28.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date21.10.2022
Payment day28.10.2022
First trading day28.10.2022
Last trading day21.10.2025
Final fixing day21.10.2025
Redemption date28.10.2025
Redemption typephysical delivery or cash settlement
Early redemption22.04.2024
Residual term520
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -6.23%

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 Return2.95%
Cash value of fixed income investment upon issue91.64%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.10.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date22.04.2024
Redemption amount1'000.00

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