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

ISIN: CH1214868916 Security: 121486891 Symbol: Z06PYZ Life cycle
Secondary market

Bid Price 106.30%

Ask Price 106.80%

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 N95.56108.26CHF108.26
(100.00%)
-13.29%74.699
(69.00%)
21.83%9.2370
Roche GS231292.85CHF292.85
(100.00%)
-26.77%202.067
(69.00%)
12.53%3.4147

Reference data

ISIN CH1214868916
Security 121486891
Symbol Z06PYZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'105.00

Coupon

Coupon (Coupon p.a.)10.50% (7.00% )
Coupon paymentguaranteed
Interest portion p.a.1.60%
Premium portion p.a.5.40%
Coupon date05.07.2024
Day count convention30/360 (German), modified following
Accrued coupon6.40%

Life cycle

Issue price100.00%
Initial fixing date29.12.2022
Payment day05.01.2023
First trading day05.01.2023
Last trading day01.07.2024
Final fixing day01.07.2024
Redemption date05.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term29
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 -21.12%

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 Return1.60%
Cash value of fixed income investment upon issue97.65%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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