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ZKB Barrier Reverse Convertible on worst of
Sanofi SA/Bayer AG/Royal Philips NV

ISIN: CH1273439393 Security: 127343939 Symbol: Z07W1Z Life cycle
Secondary market

Bid Price 59.16%

Ask Price 59.66%

Currency EUR

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 24.05.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Sanofi A89.5293.18EUR93.18
(100.00%)
-4.09%n.v.n.v10.7319
Bayer N27.6350.63EUR50.63
(100.00%)
-83.24%Hitn.v19.7511
Philips A24.9720.22EUR20.22
(100.00%)
19.02%n.v.n.v49.4560

Reference data

ISIN CH1273439393
Security 127343939
Symbol Z07W1Z
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'100.00

Coupon

Coupon (Coupon p.a.)10.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.3.90%
Premium portion p.a.6.10%
Coupon date19.07.2024
Day count convention30/360 (German), modified following
Accrued coupon3.58%

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 term50
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 -45.43%

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 Return3.90%
Cash value of fixed income investment upon issue96.25%
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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