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ZKB Callable Barrier Reverse Convertible on worst of
Swiss Market Index SMI/EURO STOXX 50/S&P 500®

ISIN: CH1252902635 Security: 125290263 Symbol: Z07L4Z Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency qn.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
SMI® Index12005.4511'506.19CHF11'506.19
(100.00%)
-2.09%6'328.405
(55.00%)
43.85%n.a.
EURO STOXX 50® Index5047.024'310.18EUR4'310.18
(100.00%)
12.34%2'370.599
(55.00%)
51.79%n.a.
S&P 500® Indexn.a.4'090.75USD4'090.75
(100.00%)
19.91%2'249.913
(55.00%)
55.95%n.a.

Reference data

ISIN CH1252902635
Security 125290263
Symbol Z07L4Z
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'075.00

Coupon

Coupon (Coupon p.a.)7.50% (5.00% )
Coupon paymentguaranteed
Interest portion p.a.3.40%
Premium portion p.a.1.60%
Coupon date11.08.2024
Day count convention30/360 (German), modified following
Accrued coupon1.19%

Life cycle

Issue price100.00%
Initial fixing date03.05.2023
Payment day11.05.2023
First trading day11.05.2023
Last trading day04.11.2024
Final fixing day04.11.2024
Redemption date11.11.2024
Redemption typeCash Settlement
Early redemption03.05.2024
Residual term164
Issue amount500'000.00

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 -2.04%

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 Return3.40%
Cash value of fixed income investment upon issue95.11%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date11.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date03.05.2024
Redemption amount1'000.00

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