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ZKB Barrier Reverse Convertible on worst of
Swiss Life Holding AG/Zurich Insurance Group AG/Swiss Re AG/Helvetia Holding AG

ISIN: CH1252889352 Security: 125288935 Symbol: Z07B2Z Life cycle
Secondary market

Bid Price 108.24%

Ask Price 108.74%

Currency CHF

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 28.05.2024 05:14:24

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Swiss Life N631553.00CHF553.00
(100.00%)
12.36%331.800
(60.00%)
47.42%1.8083
Zurich Insurance N468.7408.50CHF408.50
(100.00%)
12.79%245.100
(60.00%)
47.67%2.4480
Swiss Re N111.890.18CHF90.18
(100.00%)
19.27%54.108
(60.00%)
51.56%11.0889
Helvetia Hldg N121.4116.60CHF116.60
(100.00%)
4.50%69.960
(60.00%)
42.70%8.5763

Reference data

ISIN CH1252889352
Security 125288935
Symbol Z07B2Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'135.00

Coupon

Coupon (Coupon p.a.)13.50% (9.00% )
Coupon paymentguaranteed
Interest portion p.a.1.55%
Premium portion p.a.7.45%
Coupon date23.09.2024
Day count convention30/360 (German), modified following
Accrued coupon6.10%

Life cycle

Issue price100.00%
Initial fixing date16.03.2023
Payment day23.03.2023
First trading day23.03.2023
Last trading day16.09.2024
Final fixing day16.09.2024
Redemption date23.09.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term109
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 4.72%

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 Return1.55%
Cash value of fixed income investment upon issue97.71%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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