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ZKB Barrier Reverse Convertible on worst of
Amazon.com Inc/Apple Inc/Microsoft Corp

ISIN: CH1273446083 Security: 127344608 Symbol: Z07ZMZ Life cycle
Secondary market

Bid Price 103.41%

Ask Price 103.91%

Currency qEUR

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 03.07.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Amazon.Com A197.558129.13USD103.30
(80.00%)
47.74%64.565
(50.00%)
67.34%n.a.
Apple A221.55193.62USD154.90
(80.00%)
29.64%96.810
(50.00%)
56.03%n.a.
Microsoft N460.77350.98USD280.78
(80.00%)
38.92%175.490
(50.00%)
61.83%n.a.

Reference data

ISIN CH1273446083
Security 127344608
Symbol Z07ZMZ
Currency qEUR
Currency hedging Yes
Nominal amount 10'000.00
Barrier level observation at maturity
Maximum repayment 11'313.64

Coupon

Coupon (Coupon p.a.)13.14% (6.55% )
Coupon paymentguaranteed
Interest portion p.a.3.53%
Premium portion p.a.3.02%
Coupon date05.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date25.07.2023
Payment day02.08.2023
First trading day02.08.2023
Last trading day25.07.2025
Final fixing day25.07.2025
Redemption date04.08.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term386
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 10'000.00
Performance of underlying since issue 13.71%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.53%
Cash value of fixed income investment upon issue93.28%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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