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

ISIN: CH1252918029 Security: 125291802 Symbol: Z07VOZ Life cycle
Secondary market

Bid Price 107.00%

Ask Price 107.50%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 17.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Zurich Insurance N471.8409.90CHF409.90
(100.00%)
13.12%266.435
(65.00%)
43.53%2.4396
Swiss Life N626.6529.80CHF529.80
(100.00%)
15.45%344.370
(65.00%)
45.04%1.8875
Swiss Re N110.190.62CHF90.62
(100.00%)
17.69%58.903
(65.00%)
46.50%11.0351

Reference data

ISIN CH1252918029
Security 125291802
Symbol Z07VOZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'075.00

Coupon

Coupon (Coupon p.a.)7.50% (7.50% )
Coupon paymentguaranteed
Interest portion p.a.1.93%
Premium portion p.a.5.57%
Coupon date19.07.2024
Day count convention30/360 (German), modified following
Accrued coupon6.31%

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 term57
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 1'000.00
Performance of underlying since issue 15.10%

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 Return1.93%
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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