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ZKB Barrier Reverse Convertible on worst of
Sanofi SA/Bayer AG/Novartis - Sandoz Basket

ISIN: CH1273441779 Security: 127344177 Symbol: Z07XBZ Life cycle
Secondary market

Bid Price 46.07%

Ask Price 46.57%

Currency qEUR

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
Sanofi A93.1798.26EUR98.26
(100.00%)
-5.68%n.v.n.vn.a.
Bayer N19.80252.16EUR52.16
(100.00%)
-163.06%Hitn.vn.a.
NOVN SDZ Basketn.a.90.95CHF90.95
(100.00%)
8.14%n.v.n.vn.a.

Reference data

ISIN CH1273441779
Security 127344177
Symbol Z07XBZ
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'127.50

Coupon

Coupon (Coupon p.a.)12.75% (8.50% )
Coupon paymentguaranteed
Interest portion p.a.3.77%
Premium portion p.a.4.73%
Coupon date27.01.2025
Day count convention30/360 (German), modified following
Accrued coupon7.01%

Life cycle

Issue price100.00%
Initial fixing date20.07.2023
Payment day27.07.2023
First trading day27.07.2023
Last trading day20.01.2025
Final fixing day20.01.2025
Redemption date27.01.2025
Redemption typeCash 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 EUR 1'000.00
Performance of underlying since issue -61.99%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.77%
Cash value of fixed income investment upon issue94.60%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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