The increasing adoption of complex systems, such as Cyber-Physical Systems (CPS), in daily activities poses novel research challenges that need to be tackled, and ethics comes into play as a crucial requirement for engineering and assuring the quality and trust of modern CPS. The goal of this paper is to elicit the requirements when foreseeing ethics-based principles fully intertwined in CPS. Our literature study builds upon the grounded theory methodology to grasp knowledge on ethical aspects in the domain of CPS, thus deriving a set of requirements that need to be considered when engineering these systems. We select 56 papers as relevant for our scope, and results are represented in a catalog that shows ethics-based requirements and their interdependencies. Within the catalog, we derive 58 ethics-based concerns and 156 dependencies, thus contributing to shed light on the complexity of handling ethics as a first-class concern when engineering CPS. The main contribution of this paper is the elicitation of a various set of ethics-based requirements that emerge in the literature, thereby reporting their diversity and discussing their interdependencies. Our study highlights that Privacy, Security, Transparency, Fairness, and Trust represent the main ethics-based concerns, hence engineering CPS calls for the development of methodologies that make an attempt to handle such concerns.