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

ISIN: CH1214885647 Security: 121488564 Symbol: Z073IZ Life cycle
Secondary market

Bid Price 101.56%

Ask Price 102.26%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 17.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N96.62110.36CHF110.36
(100.00%)
-14.22%77.252
(70.00%)
20.05%9.0613
Roche GS237.1281.70CHF281.70
(100.00%)
-18.81%197.190
(70.00%)
16.83%3.5499
Zurich Insurance N471.8442.20CHF442.20
(100.00%)
6.27%309.540
(70.00%)
34.39%2.2614

Reference data

ISIN CH1214885647
Security 121488564
Symbol Z073IZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'150.00

Coupon

Coupon (Coupon p.a.)15.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.1.71%
Premium portion p.a.8.29%
Coupon date28.05.2024
Day count convention30/360 (German), modified following
Accrued coupon2.31%

Life cycle

Issue price100.00%
Initial fixing date22.02.2023
Payment day28.02.2023
First trading day28.02.2023
Last trading day22.08.2024
Final fixing day22.08.2024
Redemption date28.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term95
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 -15.83%

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 Return1.71%
Cash value of fixed income investment upon issue97.48%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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