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ZKB Callable Barrier Reverse Convertible on worst of
ABB Ltd/Roche Holding AG/Geberit AG/Givaudan AG

ISIN: CH1252915686 Security: 125291568 Symbol: Z07UAZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ABB Nn.v34.26CHF34.26
(100.00%)
18.04%22.954
(67.00%)
45.09%145.9428
Roche GSn.v276.80CHF276.80
(100.00%)
-26.10%185.456
(67.00%)
15.51%18.0636
Geberit Nn.v455.30CHF455.30
(100.00%)
12.48%305.051
(67.00%)
41.36%10.9818
Givaudan Nn.v2'973.00CHF2'973.00
(100.00%)
24.68%1'991.910
(67.00%)
49.53%1.6818

Reference data

ISIN CH1252915686
Security 125291568
Symbol Z07UAZ
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'500.00

Coupon

Coupon (Coupon p.a.)10.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.1.94%
Premium portion p.a.8.06%
Coupon daten.a.
Day count convention30/360 (German), modified following
Accrued coupon2.44%

Life cycle

Issue price100.00%
Initial fixing date05.07.2023
Payment day12.07.2023
First trading day12.07.2023
Last trading day05.07.2024
Final fixing day05.07.2024
Redemption date12.07.2024
Redemption typephysical delivery or cash settlement
Early redemption05.04.2024
Residual term0
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -20.70%

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 Return1.94%
Cash value of fixed income investment upon issue98.10%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date05.04.2024
Redemption amount5'000.00

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