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10.00% p.a. ZKB Callable Barrier Reverse Convertible, 13.09.2024 on worst of NOVN SDZ SE/ROG SE/ZURN SE/NESN SE
Nestlé AG/Novartis - Sandoz Basket/Roche Holding AG/Zurich Insurance Group AG

ISIN: CH1252883181 Security: 125288318 Symbol: Z076QZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N93.66105.32CHF105.32
(100.00%)
-7.10%73.724
(70.00%)
25.03%9.4949
Novartis N99.2878.60CHF78.60
(100.00%)
10.31%55.020
(70.00%)
37.22%12.7226
Roche GS252.1265.75CHF265.75
(100.00%)
-11.61%186.025
(70.00%)
21.87%3.7629
Zurich Insurance N481447.20CHF447.20
(100.00%)
6.62%313.040
(70.00%)
34.63%2.2361

Reference data

ISIN CH1252883181
Security 125288318
Symbol Z076QZ
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.2.21%
Premium portion p.a.7.79%
Coupon date13.09.2024
Day count convention30/360 (German), modified following
Accrued coupon2.42%

Life cycle

Issue price100.00%
Initial fixing date08.03.2023
Payment day13.03.2023
First trading day13.03.2023
Last trading day09.09.2024
Final fixing day09.09.2024
Redemption date13.09.2024
Redemption typephysical delivery or cash settlement
Early redemption06.06.2024
Residual term58
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 -10.40%

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 Return2.21%
Cash value of fixed income investment upon issue96.78%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date13.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date06.06.2024
Redemption amount1'000.00

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