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7.70% p.a. ZKB Callable Barrier Reverse Convertible, 20.01.2025 on worst of ROG SE/NOVN SDZ SE/ALC SE/NESN SE
Nestlé AG/Novartis - Sandoz Basket/Roche Holding AG/Alcon AG

ISIN: CH1273441233 Security: 127344123 Symbol: Z07WWZ 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 N88.02105.08CHF105.08
(100.00%)
-11.01%63.048
(60.00%)
33.40%9.5166
Novartis N98.0785.57CHF85.57
(100.00%)
2.23%51.342
(60.00%)
41.34%11.6863
Roche GS285.4264.85CHF264.85
(100.00%)
-3.94%158.910
(60.00%)
37.63%3.7757
Alcon N82.9673.18CHF73.18
(100.00%)
10.45%43.908
(60.00%)
46.27%13.6649

Reference data

ISIN CH1273441233
Security 127344123
Symbol Z07WWZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'115.71

Coupon

Coupon (Coupon p.a.)11.57% (7.70% )
Coupon paymentguaranteed
Interest portion p.a.2.03%
Premium portion p.a.5.67%
Coupon date20.01.2025
Day count convention30/360 (German), modified following
Accrued coupon3.79%

Life cycle

Issue price100.00%
Initial fixing date11.07.2023
Payment day19.07.2023
First trading day19.07.2023
Last trading day13.01.2025
Final fixing day13.01.2025
Redemption date20.01.2025
Redemption typeCash Settlement
Early redemption12.07.2024
Residual term166
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 -9.92%

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 Return2.03%
Cash value of fixed income investment upon issue97.03%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date12.07.2024
Redemption amount1'000.00

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