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ZKB Barrier Reverse Convertible auf
S&P 500®

ISIN: CH1273440755 Security: 127344075 Symbol: Z07WMZ Life cycle
redeemed

Bid Price 102.96%

Ask Price 103.56%

Currency USD

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 17.07.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
S&P 500® Indexn.v4'522.79USD4'522.79
(100.00%)
19.26%3'165.953
(70.00%)
43.48%0.2211

Reference data

ISIN CH1273440755
Security 127344075
Symbol Z07WMZ
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'065.00

Coupon

Coupon (Coupon p.a.)6.50% (6.50% )
Coupon paymentguaranteed
Interest portion p.a.5.36%
Premium portion p.a.1.14%
Coupon date24.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date17.07.2023
Payment day24.07.2023
First trading day24.07.2023
Last trading day17.07.2024
Final fixing day17.07.2024
Redemption date24.07.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term0
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 23.86%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return5.36%
Cash value of fixed income investment upon issue94.91%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date24.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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