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ZKB Barrier Reverse Convertible auf
Nio Inc

ISIN: CH1252907170 Security: 125290717 Symbol: Z07OIZ Life cycle
Secondary market

Bid Price 90.30%

Ask Price 90.90%

Currency USD

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 15.05.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nio Inc ADR5.337.54USD7.54
(100.00%)
-43.42%Hitn.v132.6260

Reference data

ISIN CH1252907170
Security 125290717
Symbol Z07OIZ
Currency USD
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.5.15%
Premium portion p.a.15.85%
Coupon date31.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date25.05.2023
Payment day31.05.2023
First trading day31.05.2023
Last trading day28.05.2024
Final fixing day28.05.2024
Redemption date31.05.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term12
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 -30.28%

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 Return5.15%
Cash value of fixed income investment upon issue95.11%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date31.05.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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