Inhaltsseite: Home

ZKB Callable Barrier Reverse Convertible on worst of
Nestlé AG/Novartis - Sandoz Basket/Roche Holding AG

ISIN: CH1214859402 Security: 121485940 Symbol: Z06F4Z Life cycle
redeemed

Bid Price 101.27%

Ask Price 101.97%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 16.05.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé Nn.v108.46CHF108.46
(100.00%)
-13.67%65.076
(60.00%)
31.80%9.2200
Roche GSn.v312.15CHF312.15
(100.00%)
-32.94%187.290
(60.00%)
20.23%3.2036

Reference data

ISIN CH1214859402
Security 121485940
Symbol Z06F4Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'097.50

Coupon

Coupon (Coupon p.a.)9.75% (6.50% )
Coupon paymentguaranteed
Interest portion p.a.1.18%
Premium portion p.a.5.32%
Coupon date23.05.2024
Day count convention30/360 (German), modified following
Accrued coupon1.57%

Life cycle

Issue price100.00%
Initial fixing date16.11.2022
Payment day23.11.2022
First trading day23.11.2022
Last trading day16.05.2024
Final fixing day16.05.2024
Redemption date23.05.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
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 -24.78%

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 Return1.18%
Cash value of fixed income investment upon issue98.26%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.05.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading