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

ISIN: CH1252911404 Security: 125291140 Symbol: Z07RVZ Life cycle
Secondary market

Bid Price 102.65%

Ask Price 103.15%

Currency CHF

Exchange ZKB

Volume 500'000.00

Volume 500'000.00

Date/time (realtime) 08.08.2024 11:20:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Lonza Grp N547.6549.00CHF549.00
(100.00%)
-0.29%301.950
(55.00%)
44.84%1.8215
Alcon N77.8672.26CHF72.26
(100.00%)
7.17%39.743
(55.00%)
48.94%13.8389
Sonova Hldg N278.3235.90CHF235.90
(100.00%)
15.14%129.745
(55.00%)
53.33%4.2391
Straumann Hldg N106.7137.55CHF137.55
(100.00%)
-29.09%75.653
(55.00%)
29.00%7.2701

Reference data

ISIN CH1252911404
Security 125291140
Symbol Z07RVZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'120.00

Coupon

Coupon (Coupon p.a.)12.00% (8.00% )
Coupon paymentguaranteed
Interest portion p.a.2.12%
Premium portion p.a.5.88%
Coupon date23.12.2024
Day count convention30/360 (German), modified following
Accrued coupon5.00%

Life cycle

Issue price100.00%
Initial fixing date19.06.2023
Payment day23.06.2023
First trading day23.06.2023
Last trading day19.12.2024
Final fixing day19.12.2024
Redemption date23.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term132
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -22.54%

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 Return2.12%
Cash value of fixed income investment upon issue96.91%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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