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ZKB Barrier Reverse Convertible on worst of
SAP SE/Siemens AG/Mercedes-Benz Group AG/Deutsche Telekom AG

ISIN: CH1252915819 Security: 125291581 Symbol: Z07UOZ Life cycle
Secondary market

Bid Price 106.97%

Ask Price 107.47%

Currency EUR

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 22.11.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
SAP A225.9122.98EUR122.98
(100.00%)
45.50%60.260
(49.00%)
73.29%8.1314
Siemens N177.56145.84EUR145.84
(100.00%)
17.73%71.462
(49.00%)
59.69%6.8568
Daimler N52.2773.57EUR73.57
(100.00%)
-40.78%36.049
(49.00%)
31.02%13.5925
Deutsche Telekom N29.419.938EUR19.94
(100.00%)
31.95%9.770
(49.00%)
66.66%50.1555

Reference data

ISIN CH1252915819
Security 125291581
Symbol Z07UOZ
Currency EUR
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.3.81%
Premium portion p.a.4.19%
Coupon date10.01.2025
Day count convention30/360 (German), modified following
Accrued coupon7.02%

Life cycle

Issue price100.00%
Initial fixing date05.07.2023
Payment day10.07.2023
First trading day10.07.2023
Last trading day06.01.2025
Final fixing day06.01.2025
Redemption date10.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term42
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 -28.97%

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 Return3.81%
Cash value of fixed income investment upon issue94.55%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date10.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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