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ZKB Barrier Reverse Convertible on worst of
Mercedes-Benz Group AG/Allianz SE/SAP SE

ISIN: CH1252907097 Security: 125290709 Symbol: Z07OCZ Life cycle
Secondary market

Bid Price 104.67%

Ask Price 105.17%

Currency EUR

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 03.06.2024 02:41:39

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Daimler N66.7870.25EUR70.25
(100.00%)
-5.15%35.125
(50.00%)
47.43%14.2349
Allianz N270.7205.60EUR205.60
(100.00%)
23.99%102.800
(50.00%)
62.00%4.8638
SAP A169.06120.80EUR120.80
(100.00%)
28.58%60.400
(50.00%)
64.29%8.2782

Reference data

ISIN CH1252907097
Security 125290709
Symbol Z07OCZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'108.00

Coupon

Coupon (Coupon p.a.)10.80% (7.20% )
Coupon paymentguaranteed
Interest portion p.a.3.58%
Premium portion p.a.3.62%
Coupon date26.11.2024
Day count convention30/360 (German), modified following
Accrued coupon3.76%

Life cycle

Issue price100.00%
Initial fixing date25.05.2023
Payment day26.05.2023
First trading day26.05.2023
Last trading day25.11.2024
Final fixing day25.11.2024
Redemption date26.11.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term174
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 -4.90%

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 Return3.58%
Cash value of fixed income investment upon issue94.87%
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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