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

ISIN: CH1273441241 Security: 127344124 Symbol: Z07WXZ Life cycle
Secondary market

Bid Price 103.91%

Ask Price 104.61%

Currency qEUR

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 05.07.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N92.56105.08CHF105.08
(100.00%)
-13.53%63.048
(60.00%)
31.88%n.a.
Roche GS243.3264.85CHF264.85
(100.00%)
-8.86%158.910
(60.00%)
34.69%n.a.
Alcon N80.0273.18CHF73.18
(100.00%)
8.55%43.908
(60.00%)
45.13%n.a.

Reference data

ISIN CH1273441241
Security 127344124
Symbol Z07WXZ
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'135.25

Coupon

Coupon (Coupon p.a.)13.53% (9.00% )
Coupon paymentguaranteed
Interest portion p.a.3.87%
Premium portion p.a.5.13%
Coupon date19.07.2024
Day count convention30/360 (German), modified following
Accrued coupon4.25%

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 redemptionNo
Residual term189
Issue amount5'000'000.00

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 -11.91%

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 Return3.87%
Cash value of fixed income investment upon issue94.46%
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-

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