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ZKB Barrier Reverse Convertible on worst of
Novartis - Sandoz Basket/Roche Holding AG/Givaudan AG/ABB Ltd

ISIN: CH1214882438 Security: 121488243 Symbol: Z06YSZ Life cycle
Secondary market

Bid Price 100.60%

Ask Price 101.10%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 23.05.2024 11:34:22

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Roche GS234.2283.90CHF283.90
(100.00%)
-21.17%170.340
(60.00%)
27.30%35.2237
Givaudan N42193'039.00CHF3'039.00
(100.00%)
27.88%1'823.400
(60.00%)
56.73%3.2906
ABB N48.8531.43CHF31.43
(100.00%)
35.61%18.858
(60.00%)
61.36%318.1674

Reference data

ISIN CH1214882438
Security 121488243
Symbol Z06YSZ
Currency CHF
Currency hedging No
Nominal amount 10'000.00
Barrier level observation at maturity
Maximum repayment 11'905.00

Coupon

Coupon (Coupon p.a.)19.05% (6.35% )
Coupon paymentguaranteed
Interest portion p.a.1.48%
Premium portion p.a.4.87%
Coupon date13.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date06.02.2023
Payment day13.02.2023
First trading day13.02.2023
Last trading day06.02.2026
Final fixing day06.02.2026
Redemption date13.02.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term623
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 10'000.00
Performance of underlying since issue -17.47%

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 Return1.48%
Cash value of fixed income investment upon issue95.69%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date13.02.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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