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ZKB Autocallable Barrier Reverse Convertible on worst of Diageo Rg / Altria Group Rg / The Kraft Heinz Rg / Heineken Br
Diageo PLC/Altria Group Inc/The Kraft Heinz Company/Heineken NV

ISIN: CH1214868676 Security: 121486867 Symbol: Z06PMZ Life cycle
Secondary market

Bid Price 98.87%

Ask Price 99.57%

Currency qCHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 17.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Diageo Plc A27.6036.63GBP36.630 (100.00%)-30.63%25.641 (70.00%)8.56%
Altria Group A45.945.78USD45.780 (100.00%)0.75%32.046 (70.00%)30.52%
The Kraft Heinz Co A35.7840.36USD40.360 (100.00%)-12.44%28.252 (70.00%)21.29%
Heineken A96.2889.24EUR89.240 (100.00%)7.29%62.468 (70.00%)35.10%

Reference data

ISIN CH1214868676
Security 121486867
Symbol Z06PMZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)DGE + 7.50%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date22.12.2022
Payment day30.12.2022
First trading day30.12.2022
Last trading day24.06.2024
Final fixing day24.06.2024
Redemption date01.07.2024
Redemption typeCash Settlement
Early redemptionYes
Next observation date24.06.2024
Residual term33
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -23.45%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.54%
Cash value of fixed income investment upon issue97.73%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date01.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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