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ZKB Barrier Reverse Convertible on worst of
Geberit AG/Partners Group Holding AG/The Swatch Group AG

ISIN: CH1273439229 Security: 127343922 Symbol: Z07VQZ Life cycle
Secondary market

Bid Price 102.65%

Ask Price 103.15%

Currency CHF

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 20.06.2024 02:08:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Geberit N543.6464.50CHF464.50
(100.00%)
14.55%278.700
(60.00%)
48.73%2.1529
Part Grp Hldg N1174834.60CHF834.60
(100.00%)
29.00%500.760
(60.00%)
57.40%1.1982
The Swatch Grp A187.2289.70CHF289.70
(100.00%)
-53.61%173.820
(60.00%)
7.84%3.4518

Reference data

ISIN CH1273439229
Security 127343922
Symbol Z07VQZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'085.00

Coupon

Coupon (Coupon p.a.)8.50% (8.50% )
Coupon paymentguaranteed
Interest portion p.a.1.92%
Premium portion p.a.6.58%
Coupon date19.07.2024
Day count convention30/360 (German), modified following
Accrued coupon7.93%

Life cycle

Issue price100.00%
Initial fixing date13.07.2023
Payment day19.07.2023
First trading day19.07.2023
Last trading day15.07.2024
Final fixing day15.07.2024
Redemption date19.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term24
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 -34.90%

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 marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.92%
Cash value of fixed income investment upon issue98.11%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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