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ZKB Callable Barrier Reverse Convertible on worst of
Sika AG/Novartis - Sandoz Basket/Julius Baer Gruppe AG/Alcon AG/Holcim Ltd

ISIN: CH1273443064 Security: 127344306 Symbol: Z07XZZ Life cycle
Secondary market

Bid Price 101.30%

Ask Price 102.00%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 22.07.2024 09:10:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Sika N263.8257.40CHF257.40
(100.00%)
1.87%128.700
(50.00%)
50.93%3.8850
Julius Baer Grp N51.461.04CHF61.04
(100.00%)
-19.50%30.520
(50.00%)
40.25%16.3827
Alcon N80.4272.82CHF72.82
(100.00%)
8.93%36.410
(50.00%)
54.46%13.7325
Holcim N83.6859.20CHF59.20
(100.00%)
28.88%29.600
(50.00%)
64.44%16.8919

Reference data

ISIN CH1273443064
Security 127344306
Symbol Z07XZZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'120.00

Coupon

Coupon (Coupon p.a.)12.00% (8.00% )
Coupon paymentguaranteed
Interest portion p.a.1.89%
Premium portion p.a.6.11%
Coupon date31.07.2024
Day count convention30/360 (German), modified following
Accrued coupon1.84%

Life cycle

Issue price100.00%
Initial fixing date24.07.2023
Payment day31.07.2023
First trading day31.07.2023
Last trading day24.01.2025
Final fixing day24.01.2025
Redemption date31.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term185
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 -16.32%

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 Return1.89%
Cash value of fixed income investment upon issue97.22%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date31.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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