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ZKB Callable Barrier Reverse Convertible on worst of
Holcim Ltd/Lonza Group AG/Alcon AG/Chocoladefabriken Lindt & Spruengli AG

ISIN: CH1214873585 Security: 121487358 Symbol: Z06TWZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Holcim N79.3254.34CHF54.34
(100.00%)
31.35%27.170
(50.00%)
65.68%184.0265
Lonza Grp N515.4531.20CHF531.20
(100.00%)
-1.61%265.600
(50.00%)
49.20%18.8253
Alcon N81.9268.56CHF68.56
(100.00%)
5.82%34.280
(50.00%)
52.91%145.8576
Lindt & Sprüngli...1066010'120.00CHF10'120.00
(100.00%)
1.84%5'060.000
(50.00%)
50.92%0.9881

Reference data

ISIN CH1214873585
Security 121487358
Symbol Z06TWZ
Currency CHF
Currency hedging No
Nominal amount 10'000.00
Barrier level observation at maturity
Maximum repayment 11'200.00

Coupon

Coupon (Coupon p.a.)12.00% (8.00% )
Coupon paymentguaranteed
Interest portion p.a.1.43%
Premium portion p.a.6.57%
Coupon date02.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.01.2023
Payment day02.02.2023
First trading day02.02.2023
Last trading day26.07.2024
Final fixing day26.07.2024
Redemption date02.08.2024
Redemption typeCash Settlement
Early redemption24.04.2024
Residual term62
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 10'000.00
Performance of underlying since issue -1.58%

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 Return1.43%
Cash value of fixed income investment upon issue97.89%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date02.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date24.04.2024
Redemption amount10'000.00

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