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ZKB Barrier Reverse Convertible on worst of
Alcon AG/The Swatch Group AG/Roche Holding AG

ISIN: CH1273444377 Security: 127344437 Symbol: Z07YUZ Life cycle
Secondary market

Bid Price 103.87%

Ask Price 104.37%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 31.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Alcon N80.3474.04CHF74.04
(100.00%)
7.84%44.424
(60.00%)
44.71%13.5062
The Swatch Grp A193.15278.40CHF278.40
(100.00%)
-44.14%167.040
(60.00%)
13.52%3.5920
Roche GS231270.60CHF270.60
(100.00%)
-17.14%162.360
(60.00%)
29.71%3.6955

Reference data

ISIN CH1273444377
Security 127344437
Symbol Z07YUZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'072.00

Coupon

Coupon (Coupon p.a.)7.20% (7.20% )
Coupon paymentguaranteed
Interest portion p.a.1.91%
Premium portion p.a.5.29%
Coupon date08.08.2024
Day count convention30/360 (German), modified following
Accrued coupon5.94%

Life cycle

Issue price100.00%
Initial fixing date31.07.2023
Payment day08.08.2023
First trading day08.08.2023
Last trading day31.07.2024
Final fixing day31.07.2024
Redemption date08.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term58
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 -30.62%

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 Return1.91%
Cash value of fixed income investment upon issue98.13%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date08.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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