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ZKB Barrier Reverse Convertible on worst of
UBS Group AG/Lonza Group AG/The Swatch Group AG/Swiss Life Holding AG/Compagnie Financière Richemont SA

ISIN: CH1252884742 Security: 125288474 Symbol: Z077MZ Life cycle
Secondary market

Bid Price 102.61%

Ask Price 103.11%

Currency CHF

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 22.07.2024 05:14:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
UBS Group AG27.3217.71CHF17.71
(100.00%)
35.22%8.855
(50.00%)
67.61%56.4653
Lonza Grp N513.2526.00CHF526.00
(100.00%)
-2.61%263.000
(50.00%)
48.69%1.9011
The Swatch Grp A178.9322.00CHF322.00
(100.00%)
-79.34%161.000
(50.00%)
10.33%3.1056
Swiss Life N676.6559.20CHF559.20
(100.00%)
17.33%279.600
(50.00%)
58.66%1.7883
Cie Fin Richemont N134.45136.1082CHF136.11
(100.00%)
-1.08%68.054
(50.00%)
49.46%7.3471

Reference data

ISIN CH1252884742
Security 125288474
Symbol Z077MZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'150.00

Coupon

Coupon (Coupon p.a.)15.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.1.47%
Premium portion p.a.8.53%
Coupon date20.09.2024
Day count convention30/360 (German), modified following
Accrued coupon8.44%

Life cycle

Issue price100.00%
Initial fixing date13.03.2023
Payment day20.03.2023
First trading day20.03.2023
Last trading day13.09.2024
Final fixing day13.09.2024
Redemption date20.09.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term52
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -44.24%

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 Return1.47%
Cash value of fixed income investment upon issue97.83%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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