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ZKB Callable Barrier Reverse Convertible on worst of
Clariant AG/Helvetia Holding AG/Henkel AG & Co. KGaA

ISIN: CH1214889086 Security: 121488908 Symbol: Z075QZ Life cycle
Secondary market

Bid Price 102.93%

Ask Price 103.63%

Currency qEUR

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 18.06.2024 11:18:42

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Clariant N13.7815.73CHF15.73
(100.00%)
-14.40%8.652
(55.00%)
37.08%n.a.
Helvetia Hldg N121.9119.50CHF119.50
(100.00%)
1.73%65.725
(55.00%)
45.95%n.a.
Henkel VA83.7669.08EUR69.08
(100.00%)
17.15%37.994
(55.00%)
54.43%n.a.

Reference data

ISIN CH1214889086
Security 121488908
Symbol Z075QZ
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'123.06

Coupon

Coupon (Coupon p.a.)12.31% (8.25% )
Coupon paymentguaranteed
Interest portion p.a.3.60%
Premium portion p.a.4.65%
Coupon date03.09.2024
Day count convention30/360 (German), modified following
Accrued coupon2.38%

Life cycle

Issue price100.00%
Initial fixing date27.02.2023
Payment day06.03.2023
First trading day06.03.2023
Last trading day27.08.2024
Final fixing day27.08.2024
Redemption date03.09.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term69
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -12.59%

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 Return3.60%
Cash value of fixed income investment upon issue94.86%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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