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

ISIN: CH1132881538 Security: 113288153 Symbol: Z03CFZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé Nn.v118.00CHF118.00
(100.00%)
-28.15%63.130
(53.50%)
31.44%8.4746
Roche GSn.v354.55CHF354.55
(100.00%)
-60.28%189.684
(53.50%)
14.25%2.8205
UBS Group AGn.v16.61CHF16.61
(100.00%)
33.82%8.886
(53.50%)
64.60%60.2047
Zurich Insurance Nn.v405.20CHF405.20
(100.00%)
8.80%216.782
(53.50%)
51.21%2.4679

Reference data

ISIN CH1132881538
Security 113288153
Symbol Z03CFZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'125.56

Coupon

Coupon (Coupon p.a.)12.56% (5.00% )
Coupon paymentguaranteed
Interest portion p.a.0.00%
Premium portion p.a.5.00%
Coupon daten.a.
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.10.2021
Payment day03.11.2021
First trading day03.11.2021
Last trading day29.04.2024
Final fixing day29.04.2024
Redemption date07.05.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
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 -37.61%

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 taxNo
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 Return0.00%
Cash value of fixed income investment upon issue100.00%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.05.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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