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ZKB Autocallable Barrier Reverse Convertible on worst of Pepsico Rg / Coca-Cola Co Rg / Procter&Gamble Rg
PepsiCo Inc/Coca-Cola Co/Procter & Gamble Co

ISIN: CH1214865417 Security: 121486541 Symbol: Z06LUZ Life cycle
Secondary market

Bid Price 100.59%

Ask Price 101.29%

Currency USD

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 22.05.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
PepsiCo A182.09182.18USD182.180 (100.00%)-0.58%92.001 (50.50%)49.21%
Coca-Cola A6363.54USD63.540 (100.00%)-1.18%32.088 (50.50%)48.90%
Procter & Gamble A167.81150.24USD150.240 (100.00%)10.45%75.871 (50.50%)54.78%

Reference data

ISIN CH1214865417
Security 121486541
Symbol Z06LUZ
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)PEP + 5.00%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date07.12.2022
Payment day13.12.2022
First trading day13.12.2022
Last trading day07.06.2024
Final fixing day07.06.2024
Redemption date13.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date07.06.2024
Residual term14
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -1.16%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zürcher Kantonalbank Finance (Guernsey) Ltd
Keep-Well Agreement with Zürcher Kantonalbank, Zürich
Issuer rating
Lead manager Zürcher Kantonalbank, Zürich
Payment, execution and calculation agent Zürcher Kantonalbank, Zürich

Tax aspects (Private investor tax domicile Switzerland)

Income taxYes
Withholding taxNo
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 Return4.75%
Cash value of fixed income investment upon issue93.28%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date13.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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