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ZKB Barrier Reverse Convertible on worst of
Chocoladefabriken Lindt & Spruengli AG/Barry Callebaut AG/Emmi AG

ISIN: CH1273439336 Security: 127343933 Symbol: Z07VVZ Life cycle
Secondary market

Bid Price 101.25%

Ask Price 101.75%

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
Lindt & Sprüngli...1053010'760.00CHF10'760.00
(100.00%)
-2.67%7'532.000
(70.00%)
28.13%1.8587
Barry Callebaut N15331'674.00CHF1'674.00
(100.00%)
-9.20%1'171.800
(70.00%)
23.56%11.9474
Emmi N935877.00CHF877.00
(100.00%)
5.80%613.900
(70.00%)
34.06%22.8050

Reference data

ISIN CH1273439336
Security 127343933
Symbol Z07VVZ
Currency CHF
Currency hedging No
Nominal amount 20'000.00
Barrier level observation continuous
Maximum repayment 22'025.00

Coupon

Coupon (Coupon p.a.)10.13% (6.75% )
Coupon paymentguaranteed
Interest portion p.a.1.93%
Premium portion p.a.4.82%
Coupon date17.01.2025
Day count convention30/360 (German), modified following
Accrued coupon2.19%

Life cycle

Issue price100.00%
Initial fixing date13.07.2023
Payment day17.07.2023
First trading day17.07.2023
Last trading day13.01.2025
Final fixing day13.01.2025
Redemption date17.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term245
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 20'000.00
Performance of underlying since issue -8.42%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.93%
Cash value of fixed income investment upon issue97.17%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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