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ZKB Callable Barrier Reverse Convertible on worst of
Swiss Re AG/Swisscom AG/The Swatch Group AG

ISIN: CH1214887437 Security: 121488743 Symbol: Z074ZZ Life cycle
Secondary market

Bid Price 90.11%

Ask Price 90.81%

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 02.07.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Swiss Re N107.9598.24CHF98.24
(100.00%)
9.12%49.120
(50.00%)
54.56%10.1792
Swisscom N506581.20CHF581.20
(100.00%)
-14.75%290.600
(50.00%)
42.63%1.7206
The Swatch Grp A185.45338.60CHF338.60
(100.00%)
-82.48%169.300
(50.00%)
8.76%2.9533

Reference data

ISIN CH1214887437
Security 121488743
Symbol Z074ZZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'153.75

Coupon

Coupon (Coupon p.a.)15.38% (10.25% )
Coupon paymentguaranteed
Interest portion p.a.2.15%
Premium portion p.a.8.10%
Coupon date13.09.2024
Day count convention30/360 (German), modified following
Accrued coupon0.60%

Life cycle

Issue price100.00%
Initial fixing date07.03.2023
Payment day13.03.2023
First trading day13.03.2023
Last trading day09.09.2024
Final fixing day09.09.2024
Redemption date13.09.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term67
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 -45.20%

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 Return2.15%
Cash value of fixed income investment upon issue96.85%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date13.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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