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ZKB Callable Barrier Reverse Convertible on worst of
Nestlé AG/Novartis - Sandoz Basket/Roche Holding AG/Compagnie Financière Richemont SA/Zurich Insurance Group AG

ISIN: CH1273444369 Security: 127344436 Symbol: Z07YTZ Life cycle
Secondary market

Bid Price 101.29%

Ask Price 101.99%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 22.07.2024 01:03:40

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N94.74106.88CHF106.88
(100.00%)
-12.93%66.266
(62.00%)
29.98%9.3563
Roche GS279.6270.60CHF270.60
(100.00%)
3.22%167.772
(62.00%)
40.00%3.6955
Cie Fin Richemont N134.75139.0821CHF139.08
(100.00%)
-3.10%86.231
(62.00%)
36.08%7.1900
Zurich Insurance N470.8420.80CHF420.80
(100.00%)
10.51%260.896
(62.00%)
44.51%2.3764

Reference data

ISIN CH1273444369
Security 127344436
Symbol Z07YTZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'150.00

Coupon

Coupon (Coupon p.a.)15.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.1.92%
Premium portion p.a.8.08%
Coupon date07.08.2024
Day count convention30/360 (German), modified following
Accrued coupon2.14%

Life cycle

Issue price100.00%
Initial fixing date31.07.2023
Payment day07.08.2023
First trading day07.08.2023
Last trading day31.01.2025
Final fixing day31.01.2025
Redemption date07.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term192
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 -11.45%

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 Return1.92%
Cash value of fixed income investment upon issue97.19%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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