Inhaltsseite: Home

ZKB Barrier Reverse Convertible on worst of
Zurich Insurance Group AG/Swiss Life Holding AG/Swiss Re AG

ISIN: CH1252914929 Security: 125291492 Symbol: Z07TSZ Life cycle
Secondary market

Bid Price 107.57%

Ask Price 108.07%

Currency CHF

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 23.05.2024 05:14:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Zurich Insurance N471.7422.40CHF422.40
(100.00%)
10.30%274.560
(65.00%)
41.69%2.3674
Swiss Life N625514.60CHF514.60
(100.00%)
17.45%334.490
(65.00%)
46.34%1.9433
Swiss Re N111.289.72CHF89.72
(100.00%)
19.39%58.318
(65.00%)
47.60%11.1458

Reference data

ISIN CH1252914929
Security 125291492
Symbol Z07TSZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'080.00

Coupon

Coupon (Coupon p.a.)8.00% (8.00% )
Coupon paymentguaranteed
Interest portion p.a.2.07%
Premium portion p.a.5.93%
Coupon date05.07.2024
Day count convention30/360 (German), modified following
Accrued coupon7.18%

Life cycle

Issue price100.00%
Initial fixing date29.06.2023
Payment day05.07.2023
First trading day05.07.2023
Last trading day01.07.2024
Final fixing day01.07.2024
Redemption date05.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term38
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 11.48%

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 Return2.07%
Cash value of fixed income investment upon issue97.97%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading