Inhaltsseite: Home

ZKB Barrier Reverse Convertible on worst of
adidas AG/Nike Inc/PUMA SE

ISIN: CH1273446265 Security: 127344626 Symbol: Z07ZPZ Life cycle
Secondary market

Bid Price 103.35%

Ask Price 104.85%

Currency qCHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 16.05.2024 04:56:54

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Adidas N230177.18EUR177.18
(100.00%)
22.97%104.536
(59.00%)
54.55%n.a.
Nike A -B-92.46109.69USD109.69
(100.00%)
-18.44%64.717
(59.00%)
30.12%n.a.
Puma A51.6863.18EUR63.18
(100.00%)
-21.83%37.276
(59.00%)
28.12%n.a.

Reference data

ISIN CH1273446265
Security 127344626
Symbol Z07ZPZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'075.00

Coupon

Coupon (Coupon p.a.)7.50% (7.50% )
Coupon paymentguaranteed
Interest portion p.a.1.85%
Premium portion p.a.5.65%
Coupon date16.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date09.08.2023
Payment day16.08.2023
First trading day16.08.2023
Last trading day09.08.2024
Final fixing day09.08.2024
Redemption date16.08.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term84
Issue amount9'000'000.00

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 -17.92%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.85%
Cash value of fixed income investment upon issue98.18%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date16.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading