Inhaltsseite: Home

ZKB Barrier Reverse Convertible on worst of Swiss Re N / Swiss Life Hldg N / AXA / Zurich Insur Gr N
Swiss Re AG/Swiss Life Holding AG/AXA SA/Zurich Insurance Group AG

ISIN: CH1214872249 Security: 121487224 Symbol: Z06TIZ Life cycle
Secondary market

Bid Price 103.43%

Ask Price 103.93%

Currency qCHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 02.07.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Swiss Re N107.9592.64CHF92.64
(100.00%)
14.30%50.952
(55.00%)
52.87%n.a.
Swiss Life N660.2521.60CHF521.60
(100.00%)
21.11%286.880
(55.00%)
56.61%n.a.
AXA A31.1427.81EUR27.81
(100.00%)
10.72%15.296
(55.00%)
50.90%n.a.
Zurich Insurance N476.8444.90CHF444.90
(100.00%)
6.63%244.695
(55.00%)
48.65%n.a.

Reference data

ISIN CH1214872249
Security 121487224
Symbol Z06TIZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'186.00

Coupon

Coupon (Coupon p.a.)18.60% (6.20% )
Coupon paymentguaranteed
Interest portion p.a.1.46%
Premium portion p.a.4.74%
Coupon date22.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date13.01.2023
Payment day20.01.2023
First trading day20.01.2023
Last trading day13.01.2026
Final fixing day13.01.2026
Redemption date20.01.2026
Redemption typeCash Settlement
Early redemptionNo
Residual term558
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 7.10%

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 Return1.46%
Cash value of fixed income investment upon issue95.75%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.01.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading