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ZKB Callable Barrier Reverse Convertible on worst of
Nestlé AG/Novartis - Sandoz Basket/Roche Holding AG

ISIN: CH1252900308 Security: 125290030 Symbol: Z07JLZ Life cycle
Secondary market

Bid Price 89.79%

Ask Price 90.49%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 18.10.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N85.98116.38CHF116.38
(100.00%)
-35.07%80.302
(69.00%)
6.80%8.5925
Roche GS273.3284.10CHF284.10
(100.00%)
-3.84%196.029
(69.00%)
28.35%3.5199

Reference data

ISIN CH1252900308
Security 125290030
Symbol Z07JLZ
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% (7.50% )
Coupon paymentguaranteed
Interest portion p.a.1.78%
Premium portion p.a.5.72%
Coupon date15.11.2024
Day count convention30/360 (German), modified following
Accrued coupon1.40%

Life cycle

Issue price100.00%
Initial fixing date08.05.2023
Payment day15.05.2023
First trading day15.05.2023
Last trading day08.05.2025
Final fixing day08.05.2025
Redemption date15.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term200
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 -25.97%

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 Return1.78%
Cash value of fixed income investment upon issue96.54%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date15.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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