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ZKB Callable Barrier Reverse Convertible on worst of
Roche Holding AG/Nestlé AG/Givaudan AG/Barry Callebaut AG

ISIN: CH1252906255 Security: 125290625 Symbol: Z07NTZ Life cycle
Secondary market

Bid Price 104.22%

Ask Price 104.92%

Currency qEUR

Exchange ZKB

Volume 150'000.00

Volume 150'000.00

Date/time (realtime) 31.10.2024 05:58:23

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Roche GS267.9284.25CHF284.25
(100.00%)
-6.10%170.550
(60.00%)
36.34%n.a.
Nestlé N81.58114.86CHF114.86
(100.00%)
-40.79%68.916
(60.00%)
15.52%n.a.
Givaudan N40973'165.00CHF3'165.00
(100.00%)
22.75%1'899.000
(60.00%)
53.65%n.a.
Barry Callebaut N15121'965.00CHF1'965.00
(100.00%)
-29.96%1'179.000
(60.00%)
22.02%n.a.

Reference data

ISIN CH1252906255
Security 125290625
Symbol Z07NTZ
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'142.50

Coupon

Coupon (Coupon p.a.)14.25% (9.50% )
Coupon paymentguaranteed
Interest portion p.a.3.36%
Premium portion p.a.6.14%
Coupon date22.11.2024
Day count convention30/360 (German), modified following
Accrued coupon4.28%

Life cycle

Issue price100.00%
Initial fixing date15.05.2023
Payment day22.05.2023
First trading day22.05.2023
Last trading day15.11.2024
Final fixing day15.11.2024
Redemption date22.11.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term14
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -28.97%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.36%
Cash value of fixed income investment upon issue95.17%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date22.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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