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ZKB Barrier Reverse Convertible on worst of
Coca-Cola Co/PepsiCo Inc/Walmart Inc/Mondelez International Inc

ISIN: CH1252909861 Security: 125290986 Symbol: Z07R2Z Life cycle
Secondary market

Bid Price 103.49%

Ask Price 104.09%

Currency USD

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 14.05.2024 09:06:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Coca-Cola A63.38560.37USD60.37
(100.00%)
5.05%39.241
(65.00%)
38.28%16.5645
PepsiCo A180.21182.10USD182.10
(100.00%)
-0.66%118.365
(65.00%)
34.57%5.4915
Wal-Mart Stores A60.04550.7233USD50.72
(100.00%)
16.03%32.970
(65.00%)
45.42%19.7148
Mondelez Int Inc -A-71.8173.09USD73.09
(100.00%)
-1.85%47.509
(65.00%)
33.80%13.6818

Reference data

ISIN CH1252909861
Security 125290986
Symbol Z07R2Z
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'085.00

Coupon

Coupon (Coupon p.a.)8.50% (8.50% )
Coupon paymentguaranteed
Interest portion p.a.5.15%
Premium portion p.a.3.35%
Coupon date14.06.2024
Day count convention30/360 (German), modified following
Accrued coupon3.59%

Life cycle

Issue price100.00%
Initial fixing date08.06.2023
Payment day14.06.2023
First trading day14.06.2023
Last trading day10.06.2024
Final fixing day10.06.2024
Redemption date14.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term26
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 -1.82%

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 issue95.10%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date14.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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