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ZKB Barrier Reverse Convertible on worst of
Emmi AG/Nestlé AG/Barry Callebaut AG

ISIN: CH1252907030 Security: 125290703 Symbol: Z07O8Z Life cycle
Secondary market

Bid Price 82.59%

Ask Price 83.09%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 10.05.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Emmi N935924.00CHF924.00
(100.00%)
0.75%n.v.n.v5.4113
Nestlé N95.18111.30CHF111.30
(100.00%)
-17.16%n.v.n.v44.9236
Barry Callebaut N15331'889.00CHF1'889.00
(100.00%)
-23.22%Hitn.v2.6469

Reference data

ISIN CH1252907030
Security 125290703
Symbol Z07O8Z
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'427.50

Coupon

Coupon (Coupon p.a.)8.55% (5.70% )
Coupon paymentguaranteed
Interest portion p.a.1.90%
Premium portion p.a.3.80%
Coupon date26.11.2024
Day count convention30/360 (German), modified following
Accrued coupon2.64%

Life cycle

Issue price100.00%
Initial fixing date25.05.2023
Payment day26.05.2023
First trading day26.05.2023
Last trading day25.11.2024
Final fixing day25.11.2024
Redemption date26.11.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term196
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 5'000.00
Performance of underlying since issue -18.85%

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 Return1.90%
Cash value of fixed income investment upon issue97.22%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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