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ZKB Barrier Reverse Convertible on worst of
Geberit AG/Nestlé AG/Swisscom AG

ISIN: CH1273444351 Security: 127344435 Symbol: Z07YSZ Life cycle
Secondary market

Bid Price 76.70%

Ask Price 77.20%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 27.12.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Geberit N517493.40CHF493.40
(100.00%)
4.56%n.v.n.v2.0268
Nestlé N74.42106.88CHF106.88
(100.00%)
-43.62%Hitn.v9.3563
Swisscom N503560.40CHF560.40
(100.00%)
-11.41%n.v.n.v1.7844

Reference data

ISIN CH1273444351
Security 127344435
Symbol Z07YSZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'105.00

Coupon

Coupon (Coupon p.a.)10.50% (7.00% )
Coupon paymentguaranteed
Interest portion p.a.1.92%
Premium portion p.a.5.08%
Coupon date07.02.2025
Day count convention30/360 (German), modified following
Accrued coupon6.28%

Life cycle

Issue price100.00%
Initial fixing date31.07.2023
Payment day07.08.2023
First trading day07.08.2023
Last trading day31.01.2025
Final fixing day31.01.2025
Redemption date07.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term34
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 -30.37%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zuercher 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 Returnn.a.
Cash value of fixed income investment upon issuen.a.
Cash value of fixed income investment upon redemptionn.a.

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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