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5.00% p.a. ZKB Callable Barrier Reverse Convertible, 11.11.2024 on worst of ZURN SE/ROG SE/NESN SE/NOVN SDZ SE
Nestlé AG/Novartis - Sandoz Basket/Roche Holding AG/Zurich Insurance Group AG

ISIN: CH1252901124 Security: 125290112 Symbol: Z07JWZ Life cycle
redeemed

Bid Price 100.87%

Ask Price 101.57%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 05.08.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N89.1115.60CHF115.60
(100.00%)
-32.05%57.800
(50.00%)
33.97%8.6505
Novartis N96.8492.69CHF92.69
(100.00%)
-5.91%46.345
(50.00%)
47.05%10.7887
Roche GS274.2282.00CHF282.00
(100.00%)
-4.44%141.000
(50.00%)
47.78%3.5461
Zurich Insurance N465.2425.20CHF425.20
(100.00%)
6.51%212.600
(50.00%)
53.25%2.3518

Reference data

ISIN CH1252901124
Security 125290112
Symbol Z07JWZ
Currency CHF
Currency hedging No
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.1.93%
Premium portion p.a.3.07%
Coupon date11.08.2024
Day count convention30/360 (German), modified following
Accrued coupon1.19%

Life cycle

Issue price100.00%
Initial fixing date04.05.2023
Payment day11.05.2023
First trading day11.05.2023
Last trading day04.11.2024
Final fixing day04.11.2024
Redemption date11.11.2024
Redemption typephysical delivery or cash settlement
Early redemption05.08.2024
Residual term88
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 -24.27%

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 Return1.93%
Cash value of fixed income investment upon issue97.17%
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 date05.08.2024
Redemption amount1'000.00

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