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ZKB Barrier Reverse Convertible on worst of
SGS Ltd/Schindler Holding AG/ABB Ltd/VAT Group AG

ISIN: CH1252915728 Security: 125291572 Symbol: Z07UEZ Life cycle
Secondary market

Bid Price 107.48%

Ask Price 107.98%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 14.05.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
SGS N81.383.96CHF83.96
(100.00%)
-3.27%49.536
(59.00%)
39.07%11.9104
Schindler Hldg PS238.8204.5127CHF204.51
(100.00%)
14.36%120.663
(59.00%)
49.47%4.8897
ABB N47.5634.26CHF34.26
(100.00%)
27.96%20.213
(59.00%)
57.50%29.1886
VAT Group N459.1354.60CHF354.60
(100.00%)
22.76%209.214
(59.00%)
54.43%2.8201

Reference data

ISIN CH1252915728
Security 125291572
Symbol Z07UEZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'080.00

Coupon

Coupon (Coupon p.a.)8.00% (8.00% )
Coupon paymentguaranteed
Interest portion p.a.1.94%
Premium portion p.a.6.06%
Coupon date12.07.2024
Day count convention30/360 (German), modified following
Accrued coupon6.78%

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 term51
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 -3.17%

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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