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ZKB Callable Barrier Reverse Convertible on worst of
Nestlé AG/Novartis - Sandoz Basket/Roche Holding AG

ISIN: CH1252911487 Security: 125291148 Symbol: Z07S3Z Life cycle
Secondary market

Bid Price 71.90%

Ask Price 72.60%

Currency CHF

Exchange ZKB

Volume 150'000.00

Volume 150'000.00

Date/time (realtime) 03.12.2024 05:58:35

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N76.6108.00CHF108.00
(100.00%)
-40.99%Hitn.v9.2593
NOVN SDZ Basketn.a.90.85CHF90.85
(100.00%)
9.98%n.v.n.v11.0072
Roche GS254.5276.15CHF276.15
(100.00%)
-8.51%n.v.n.v3.6212

Reference data

ISIN CH1252911487
Security 125291148
Symbol Z07S3Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'097.50

Coupon

Coupon (Coupon p.a.)9.75% (6.50% )
Coupon paymentguaranteed
Interest portion p.a.2.12%
Premium portion p.a.4.38%
Coupon date23.12.2024
Day count convention30/360 (German), modified following
Accrued coupon1.30%

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 term15
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 -29.07%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zuercher 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 Returnn.a.
Cash value of fixed income investment upon issuen.a.
Cash value of fixed income investment upon redemptionn.a.

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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