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ZKB Barrier Reverse Convertible on worst of ABB N / Sika N / Holcim N / Swiss Life Hldg N
ABB Ltd/Sika AG/Holcim Ltd/Swiss Life Holding AG

ISIN: CH1214865284 Security: 121486528 Symbol: Z06LSZ Life cycle
Secondary market

Bid Price 107.18%

Ask Price 107.68%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 28.05.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ABB N49.629.18CHF29.18
(100.00%)
41.17%14.298
(49.00%)
71.17%34.2701
Sika N276.1238.80CHF238.80
(100.00%)
13.51%117.012
(49.00%)
57.62%4.1876
Holcim N79.7848.63CHF48.63
(100.00%)
39.04%23.829
(49.00%)
70.13%20.5634
Swiss Life N631495.00CHF495.00
(100.00%)
21.55%242.550
(49.00%)
61.56%2.0202

Reference data

ISIN CH1214865284
Security 121486528
Symbol Z06LSZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'112.50

Coupon

Coupon (Coupon p.a.)11.25% (7.50% )
Coupon paymentguaranteed
Interest portion p.a.1.19%
Premium portion p.a.6.31%
Coupon date14.06.2024
Day count convention30/360 (German), modified following
Accrued coupon7.19%

Life cycle

Issue price100.00%
Initial fixing date09.12.2022
Payment day14.12.2022
First trading day14.12.2022
Last trading day10.06.2024
Final fixing day10.06.2024
Redemption date14.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term12
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 15.62%

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 Return1.19%
Cash value of fixed income investment upon issue98.24%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date14.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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