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ZKB Callable Barrier Reverse Convertible on worst of
Zurich Insurance Group AG/Deutsche Telekom AG/Nike Inc

ISIN: CH1273443114 Security: 127344311 Symbol: Z07Y4Z Life cycle
Secondary market

Bid Price 103.57%

Ask Price 104.27%

Currency qEUR

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 06.06.2024 01:22:37

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Zurich Insurance N476.8408.30CHF408.30
(100.00%)
14.29%224.565
(55.00%)
52.86%n.a.
Deutsche Telekom N22.7219.752EUR19.75
(100.00%)
13.03%10.864
(55.00%)
52.16%n.a.
Nike A -B-94.32108.71USD108.71
(100.00%)
-15.26%59.791
(55.00%)
36.61%n.a.

Reference data

ISIN CH1273443114
Security 127344311
Symbol Z07Y4Z
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'165.00

Coupon

Coupon (Coupon p.a.)16.50% (11.00% )
Coupon paymentguaranteed
Interest portion p.a.3.79%
Premium portion p.a.7.21%
Coupon date24.07.2024
Day count convention30/360 (German), modified following
Accrued coupon4.16%

Life cycle

Issue price100.00%
Initial fixing date17.07.2023
Payment day24.07.2023
First trading day24.07.2023
Last trading day17.01.2025
Final fixing day17.01.2025
Redemption date24.01.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term224
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 -13.24%

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 Return3.79%
Cash value of fixed income investment upon issue94.57%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date24.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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