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ZKB Barrier Reverse Convertible on worst of
Idorsia AG/Basilea Pharmaceutica AG/Ypsomed Holding AG

ISIN: CH1252903377 Security: 125290337 Symbol: Z07LLZ Life cycle
Secondary market

Bid Price 46.54%

Ask Price 47.04%

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 08.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Idorsia N2.1088.075CHF8.08
(100.00%)
-283.06%Hitn.v123.8390
Basilea Pharmac. N42.8545.80CHF45.80
(100.00%)
-6.88%n.v.n.v21.8341
Ypsomed Hldg N332225.00CHF225.00
(100.00%)
32.23%n.v.n.v4.4444

Reference data

ISIN CH1252903377
Security 125290337
Symbol Z07LLZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'210.00

Coupon

Coupon (Coupon p.a.)21.00% (21.00% )
Coupon paymentguaranteed
Interest portion p.a.1.76%
Premium portion p.a.19.24%
Coupon date17.05.2024
Day count convention30/360 (German), modified following
Accrued coupon20.77%

Life cycle

Issue price100.00%
Initial fixing date11.05.2023
Payment day17.05.2023
First trading day17.05.2023
Last trading day13.05.2024
Final fixing day13.05.2024
Redemption date17.05.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term2
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 -73.89%

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 Return1.76%
Cash value of fixed income investment upon issue98.28%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.05.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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