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ZKB Callable Barrier Reverse Convertible on worst of AXA / Swiss Life Hldg N / Baloise Hldg N / Zurich Insur Gr N
AXA SA/Swiss Life Holding AG/Baloise-Holding AG/Zurich Insurance Group AG

ISIN: CH1214880978 Security: 121488097 Symbol: Z06XRZ Life cycle
Secondary market

Bid Price 98.06%

Ask Price 98.76%

Currency qCHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 10.05.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
AXA A33.7228.83EUR28.83
(100.00%)
14.53%17.586
(61.00%)
47.86%n.a.
Swiss Life N648.8545.80CHF545.80
(100.00%)
15.80%332.938
(61.00%)
48.64%n.a.
Bâloise-Hldg N145.5150.30CHF150.30
(100.00%)
-3.58%91.683
(61.00%)
36.81%n.a.
Zurich Insurance N457.4438.60CHF438.60
(100.00%)
4.15%267.546
(61.00%)
41.53%n.a.

Reference data

ISIN CH1214880978
Security 121488097
Symbol Z06XRZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'190.50

Coupon

Coupon (Coupon p.a.)19.05% (6.35% )
Coupon paymentguaranteed
Interest portion p.a.1.33%
Premium portion p.a.5.02%
Coupon date09.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date02.02.2023
Payment day09.02.2023
First trading day09.02.2023
Last trading day02.02.2026
Final fixing day02.02.2026
Redemption date09.02.2026
Redemption typeCash Settlement
Early redemptionNo
Residual term631
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 -3.46%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.33%
Cash value of fixed income investment upon issue96.12%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date09.02.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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