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

ISIN: CH1214868023 Security: 121486802 Symbol: Z06OMZ Life cycle
Secondary market

Bid Price 107.06%

Ask Price 107.56%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

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

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N96.62108.10CHF108.10
(100.00%)
-11.88%54.050
(50.00%)
44.06%9.2507
Roche GS237.1294.10CHF294.10
(100.00%)
-24.04%147.050
(50.00%)
37.98%3.4002
Zurich Insurance N471.8448.80CHF448.80
(100.00%)
4.87%224.400
(50.00%)
52.44%2.2282
UBS Group AG27.5417.38CHF17.38
(100.00%)
36.89%8.690
(50.00%)
68.45%57.5374

Reference data

ISIN CH1214868023
Security 121486802
Symbol Z06OMZ
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.1.63%
Premium portion p.a.5.87%
Coupon date04.07.2024
Day count convention30/360 (German), modified following
Accrued coupon6.60%

Life cycle

Issue price100.00%
Initial fixing date27.12.2022
Payment day04.01.2023
First trading day04.01.2023
Last trading day27.06.2024
Final fixing day27.06.2024
Redemption date04.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term39
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 -19.38%

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 Return1.63%
Cash value of fixed income investment upon issue97.60%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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