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ZKB Callable Barrier Reverse Convertible on worst of
Alcon AG/Lonza Group AG/Julius Baer Gruppe AG/Swiss Life Holding AG

ISIN: CH1252896407 Security: 125289640 Symbol: Z07GHZ Life cycle
Secondary market

Bid Price 96.47%

Ask Price 103.47%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 14.06.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Alcon N80.4463.46CHF63.46
(100.00%)
21.21%31.730
(50.00%)
60.60%15.7580
Lonza Grp N480.3580.20CHF580.20
(100.00%)
-20.17%290.100
(50.00%)
39.91%1.7235
Julius Baer Grp N50.664.08CHF64.08
(100.00%)
-26.99%32.040
(50.00%)
36.50%15.6055
Swiss Life N632.2600.40CHF600.40
(100.00%)
4.94%300.200
(50.00%)
52.47%1.6656

Reference data

ISIN CH1252896407
Security 125289640
Symbol Z07GHZ
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.1.98%
Premium portion p.a.8.02%
Coupon date25.07.2024
Day count convention30/360 (German), modified following
Accrued coupon1.47%

Life cycle

Issue price100.00%
Initial fixing date19.04.2023
Payment day25.04.2023
First trading day25.04.2023
Last trading day21.10.2024
Final fixing day21.10.2024
Redemption date25.10.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term126
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 -21.25%

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 Return1.99%
Cash value of fixed income investment upon issue97.10%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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