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

ISIN: CH1252915769 Security: 125291576 Symbol: Z07UIZ Life cycle
Secondary market

Bid Price 106.76%

Ask Price 107.26%

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 N935866.00CHF866.00
(100.00%)
7.38%606.200
(70.00%)
35.17%5.7737
Nestlé N95.18106.90CHF106.90
(100.00%)
-12.31%74.830
(70.00%)
21.38%46.7727
Barry Callebaut N15331'697.00CHF1'697.00
(100.00%)
-10.70%1'187.900
(70.00%)
22.51%2.9464

Reference data

ISIN CH1252915769
Security 125291576
Symbol Z07UIZ
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'300.00

Coupon

Coupon (Coupon p.a.)6.00% (6.00% )
Coupon paymentguaranteed
Interest portion p.a.1.94%
Premium portion p.a.4.06%
Coupon date12.07.2024
Day count convention30/360 (German), modified following
Accrued coupon5.05%

Life cycle

Issue price100.00%
Initial fixing date05.07.2023
Payment day12.07.2023
First trading day12.07.2023
Last trading day05.07.2024
Final fixing day05.07.2024
Redemption date12.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term53
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 -10.96%

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 Return1.94%
Cash value of fixed income investment upon issue98.10%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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