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9.00% p.a. ZKB Callable Barrier Reverse Convertible, 18.10.2024 on worst of NESN SE/ROG SE/NOVN SDZ SE/ZURN SE
Nestlé AG/Novartis - Sandoz Basket/Roche Holding AG/Zurich Insurance Group AG

ISIN: CH1252894840 Security: 125289484 Symbol: Z07F0Z 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 N94.46113.42CHF113.42
(100.00%)
-21.05%73.723
(65.00%)
21.32%8.8168
Novartis N96.0486.85CHF86.85
(100.00%)
0.90%56.453
(65.00%)
35.59%11.5141
Roche GS279.3273.65CHF273.65
(100.00%)
-8.63%177.873
(65.00%)
29.39%3.6543
Zurich Insurance N468.5457.90CHF457.90
(100.00%)
4.86%297.635
(65.00%)
38.16%2.1839

Reference data

ISIN CH1252894840
Security 125289484
Symbol Z07F0Z
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.1.88%
Premium portion p.a.7.12%
Coupon date18.10.2024
Day count convention30/360 (German), modified following
Accrued coupon2.18%

Life cycle

Issue price100.00%
Initial fixing date11.04.2023
Payment day18.04.2023
First trading day18.04.2023
Last trading day11.10.2024
Final fixing day11.10.2024
Redemption date18.10.2024
Redemption typephysical delivery or cash settlement
Early redemption11.07.2024
Residual term80
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 -17.39%

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 Return1.88%
Cash value of fixed income investment upon issue97.25%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date18.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date11.07.2024
Redemption amount1'000.00

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