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ZKB Barrier Reverse Convertible on worst of
Swiss Market Index SMI/EURO STOXX 50/S&P 500®

ISIN: CH1252906529 Security: 125290652 Symbol: Z07NWZ Life cycle
redeemed

Bid Price 104.05%

Ask Price 104.55%

Currency qCHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 21.11.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
SMI® Indexn.v11'553.23CHF11'553.23
(100.00%)
0.33%6'931.938
(60.00%)
40.20%n.a.
EURO STOXX 50® Indexn.v4'385.63EUR4'385.63
(100.00%)
7.81%2'631.378
(60.00%)
44.68%n.a.
S&P 500® Indexn.v4'192.63USD4'192.63
(100.00%)
29.33%2'515.578
(60.00%)
57.60%n.a.

Reference data

ISIN CH1252906529
Security 125290652
Symbol Z07NWZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'064.50

Coupon

Coupon (Coupon p.a.)6.45% (4.30% )
Coupon paymentguaranteed
Interest portion p.a.1.82%
Premium portion p.a.2.48%
Coupon date26.11.2024
Day count convention30/360 (German), modified following
Accrued coupon4.28%

Life cycle

Issue price100.00%
Initial fixing date22.05.2023
Payment day26.05.2023
First trading day26.05.2023
Last trading day22.11.2024
Final fixing day22.11.2024
Redemption date26.11.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term0
Issue amount600'000.00

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 0.33%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.82%
Cash value of fixed income investment upon issue97.33%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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