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ZKB Barrier Reverse Convertible on worst of
Straumann Holding AG/Sonova Holding AG/Alcon AG/Lonza Group AG/Roche Holding AG

ISIN: CH1252907386 Security: 125290738 Symbol: Z07OOZ Life cycle
redeemed

Bid Price 89.52%

Ask Price 90.02%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 27.05.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Straumann Hldg Nn.v133.80CHF133.80
(100.00%)
-12.48%n.v.n.v7.4738
Sonova Hldg Nn.v238.20CHF238.20
(100.00%)
18.20%n.v.n.v4.1982
Alcon Nn.v70.88CHF70.88
(100.00%)
14.08%n.v.n.v14.1084
Lonza Grp Nn.v565.00CHF565.00
(100.00%)
-10.27%Hitn.v1.7699
Roche GSn.v287.50CHF287.50
(100.00%)
-25.00%n.v.n.v3.4783

Reference data

ISIN CH1252907386
Security 125290738
Symbol Z07OOZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'100.00

Coupon

Coupon (Coupon p.a.)10.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.1.88%
Premium portion p.a.8.12%
Coupon date31.05.2024
Day count convention30/360 (German), modified following
Accrued coupon10.00%

Life cycle

Issue price100.00%
Initial fixing date25.05.2023
Payment day31.05.2023
First trading day31.05.2023
Last trading day27.05.2024
Final fixing day27.05.2024
Redemption date31.05.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
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 -20.00%

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 marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.88%
Cash value of fixed income investment upon issue98.15%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date31.05.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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