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ZKB Barrier Reverse Convertible on worst of
Nestlé AG/Novartis - Sandoz Basket/Roche Holding AG

ISIN: CH0585332627 Security: 58533262 Symbol: Z02R7Z Life cycle
Secondary market

Bid Price 67.38%

Ask Price 67.88%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 31.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N95.56115.56CHF115.56
(100.00%)
-20.93%n.v.n.v8.6535
NOVN SDZ Basketn.a.84.24CHF84.24
(100.00%)
13.67%n.v.n.v11.8708
Roche GS231365.75CHF365.75
(100.00%)
-58.33%Hitn.v2.7341

Reference data

ISIN CH0585332627
Security 58533262
Symbol Z02R7Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'135.00

Coupon

Coupon (Coupon p.a.)13.50% (4.50% )
Coupon paymentguaranteed
Interest portion p.a.0.00%
Premium portion p.a.4.50%
Coupon date02.09.2024
Day count convention30/360 (German), modified following
Accrued coupon3.40%

Life cycle

Issue price100.00%
Initial fixing date26.08.2021
Payment day02.09.2021
First trading day02.09.2021
Last trading day26.08.2024
Final fixing day26.08.2024
Redemption date02.09.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term84
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 -36.84%

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 taxNo
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 Return0.00%
Cash value of fixed income investment upon issue100.00%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date02.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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