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ZKB Reverse Convertible on worst of Carl Zeiss Medite I / Daim Tr Hld E 21 N / Fraport I
Carl Zeiss Meditec AG/Daimler Truck Holding AG/Fraport AG Frankfurt Airport Services Worldwide

ISIN: CH1139785559 Security: 113978555 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.99%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 13.05.2024 05:40:22

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Carl Zeiss Meditec A93118.05EUR73.19 (62.00%)21.30%n.a.
Daimler Truck Holding AG41.0925.735EUR15.96 (62.00%)61.17%n.a.
Fraport A47.9436.32EUR22.52 (62.00%)53.03%n.a.

Reference data

ISIN CH1139785559
Security 113978555
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)16.20% (7.42% )
Coupon paymentguaranteed
Interest portion p.a.1.33%
Premium portion p.a.6.09%
Coupon date08.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date25.10.2022
Payment day01.11.2022
First trading day01.11.2022
Last trading day27.12.2024
Final fixing day27.12.2024
Redemption date07.01.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term226
Issue amount200'000.00

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 -21.22%

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 Return1.33%
Cash value of fixed income investment upon issue97.15%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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