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ZKB Callable Barrier Reverse Convertible on worst of
Compagnie Financière Richemont SA/Logitech International SA/Straumann Holding AG

ISIN: CH1273441944 Security: 127344194 Symbol: Z07XQZ Life cycle
Secondary market

Bid Price 101.24%

Ask Price 101.94%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 26.06.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Cie Fin Richemont N142.15135.7116CHF135.71
(100.00%)
4.53%80.070
(59.00%)
43.67%7.3686
Logitech Intl N86.2854.66CHF54.66
(100.00%)
36.65%32.249
(59.00%)
62.62%18.2949
Straumann Hldg N112.4142.30CHF142.30
(100.00%)
-26.60%83.957
(59.00%)
25.31%7.0274

Reference data

ISIN CH1273441944
Security 127344194
Symbol Z07XQZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'070.00

Coupon

Coupon (Coupon p.a.)7.00% (7.00% )
Coupon paymentguaranteed
Interest portion p.a.1.91%
Premium portion p.a.5.09%
Coupon date26.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date20.07.2023
Payment day26.07.2023
First trading day26.07.2023
Last trading day22.07.2024
Final fixing day22.07.2024
Redemption date26.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term25
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 -21.01%

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 marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.91%
Cash value of fixed income investment upon issue98.12%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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