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ZKB Callable Barrier Reverse Convertible on worst of
Nestlé AG/Novartis - Sandoz Basket/Roche Holding AG/Alcon AG/Compagnie Financière Richemont SA

ISIN: CH1214881497 Security: 121488149 Symbol: Z06Y3Z Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N95.56109.48CHF109.48
(100.00%)
-16.22%54.740
(50.00%)
41.89%9.1341
Novartis N93.1779.77CHF79.77
(100.00%)
11.90%39.885
(50.00%)
55.95%12.5360
Roche GS231280.15CHF280.15
(100.00%)
-26.02%140.075
(50.00%)
36.99%3.5695
Alcon N80.3468.54CHF68.54
(100.00%)
6.03%34.270
(50.00%)
53.02%14.5900
Cie Fin Richemont N144.05140.00CHF140.00
(100.00%)
-5.30%70.000
(50.00%)
47.35%7.1429

Reference data

ISIN CH1214881497
Security 121488149
Symbol Z06Y3Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'135.00

Coupon

Coupon (Coupon p.a.)13.50% (9.00% )
Coupon paymentguaranteed
Interest portion p.a.1.61%
Premium portion p.a.7.39%
Coupon date16.08.2024
Day count convention30/360 (German), modified following
Accrued coupon2.20%

Life cycle

Issue price100.00%
Initial fixing date10.02.2023
Payment day16.02.2023
First trading day16.02.2023
Last trading day12.08.2024
Final fixing day12.08.2024
Redemption date16.08.2024
Redemption typephysical delivery or cash settlement
Early redemption08.05.2024
Residual term70
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 -20.65%

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 Return1.61%
Cash value of fixed income investment upon issue97.64%
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-

Early redemption

Redemption date08.05.2024
Redemption amount1'000.00

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