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ZKB Barrier Reverse Convertible on worst of
Las Vegas Sands Corp/PayPal Holdings Inc/Ford Motor Co

ISIN: CH1252899799 Security: 125289979 Symbol: Z07J2Z 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
Las Vegas Sands An.v62.22USD62.22
(100.00%)
-35.64%30.488
(49.00%)
33.53%16.072
PayPal Hold. Inc An.v74.27USD74.27
(100.00%)
-10.90%36.392
(49.00%)
45.66%13.4644
Ford Motor An.v11.4416USD11.44
(100.00%)
9.55%5.606
(49.00%)
55.68%87.4003

Reference data

ISIN CH1252899799
Security 125289979
Symbol Z07J2Z
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'153.00

Coupon

Coupon (Coupon p.a.)15.30% (15.30% )
Coupon paymentguaranteed
Interest portion p.a.4.88%
Premium portion p.a.10.42%
Coupon daten.a.
Day count convention30/360 (German), modified following
Accrued coupon7.57%

Life cycle

Issue price100.00%
Initial fixing date27.04.2023
Payment day03.05.2023
First trading day03.05.2023
Last trading day29.04.2024
Final fixing day29.04.2024
Redemption date03.05.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
Issue amount5'000'000.00

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 -26.28%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.88%
Cash value of fixed income investment upon issue95.35%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.05.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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