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ZKB Barrier Reverse Convertible on worst of
Vontobel Holding AG/Leonteq AG/Julius Baer Gruppe AG/UBS Group AG

ISIN: CH1252911495 Security: 125291149 Symbol: Z07S4Z Life cycle
Secondary market

Bid Price 70.44%

Ask Price 70.94%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

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

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Vontobel Holding N55.757.80CHF57.80
(100.00%)
-3.77%n.v.n.v17.3010
Leonteq N2744.30CHF44.30
(100.00%)
-64.07%Hitn.v22.5734
Julius Baer Grp N54.856.46CHF56.46
(100.00%)
-3.03%n.v.n.v17.7117
UBS Group AG27.6718.505CHF18.51
(100.00%)
33.12%n.v.n.v54.0394

Reference data

ISIN CH1252911495
Security 125291149
Symbol Z07S4Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'100.00

Coupon

Coupon (Coupon p.a.)10.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.2.10%
Premium portion p.a.7.90%
Coupon date26.06.2024
Day count convention30/360 (German), modified following
Accrued coupon9.00%

Life cycle

Issue price100.00%
Initial fixing date19.06.2023
Payment day26.06.2023
First trading day26.06.2023
Last trading day19.06.2024
Final fixing day19.06.2024
Redemption date26.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term33
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 -39.05%

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 Return2.10%
Cash value of fixed income investment upon issue97.94%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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