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ZKB Callable Barrier Reverse Convertible on worst of
Bayer AG/Sanofi SA/Royal Philips NV

ISIN: CH1252892190 Security: 125289219 Symbol: Z07CXZ Life cycle
Secondary market

Bid Price 54.24%

Ask Price 54.94%

Currency EUR

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 17.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Bayer N28.5858.72EUR58.72
(100.00%)
-105.46%Hitn.v17.0300
Sanofi A89.17100.24EUR100.24
(100.00%)
-12.41%n.v.n.v9.9761
Philips A25.8716.876EUR16.88
(100.00%)
34.77%n.v.n.v59.2557

Reference data

ISIN CH1252892190
Security 125289219
Symbol Z07CXZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'180.00

Coupon

Coupon (Coupon p.a.)18.00% (12.00% )
Coupon paymentguaranteed
Interest portion p.a.3.35%
Premium portion p.a.8.65%
Coupon date04.07.2024
Day count convention30/360 (German), modified following
Accrued coupon1.57%

Life cycle

Issue price100.00%
Initial fixing date31.03.2023
Payment day04.04.2023
First trading day04.04.2023
Last trading day30.09.2024
Final fixing day30.09.2024
Redemption date04.10.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term134
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -51.33%

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 Return3.35%
Cash value of fixed income investment upon issue95.18%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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