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

ISIN: CH1214883691 Security: 121488369 Symbol: Z06ZMZ Life cycle
Secondary market

Bid Price 87.36%

Ask Price 88.06%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 22.07.2024 09:06:52

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N94.22111.30CHF111.30
(100.00%)
-18.58%n.v.n.v8.9847
NOVN SDZ Basketn.a.80.42CHF80.42
(100.00%)
21.13%n.v.n.v12.4347
Roche GS278.2278.40CHF278.40
(100.00%)
0.00%n.v.n.v3.5920
Cie Fin Richemont N134141.2630CHF141.26
(100.00%)
-6.17%n.v.n.v7.0790
Lonza Grp N509.8546.80CHF546.80
(100.00%)
-7.26%Hitn.v1.8288

Reference data

ISIN CH1214883691
Security 121488369
Symbol Z06ZMZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'210.00

Coupon

Coupon (Coupon p.a.)21.00% (14.00% )
Coupon paymentguaranteed
Interest portion p.a.1.68%
Premium portion p.a.12.32%
Coupon date21.08.2024
Day count convention30/360 (German), modified following
Accrued coupon2.41%

Life cycle

Issue price100.00%
Initial fixing date14.02.2023
Payment day21.02.2023
First trading day21.02.2023
Last trading day14.08.2024
Final fixing day14.08.2024
Redemption date21.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term22
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 -15.67%

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 Return1.68%
Cash value of fixed income investment upon issue97.54%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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