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

ISIN: CH1214863925 Security: 121486392 Symbol: Z06JVZ Life cycle
Secondary market

Bid Price 101.55%

Ask Price 102.25%

Currency CHF

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 16.05.2024 09:42:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N95.22111.30CHF111.30
(100.00%)
-16.69%65.667
(59.00%)
31.15%8.9847
Roche GS237.4309.55CHF309.55
(100.00%)
-35.83%182.635
(59.00%)
19.86%3.2305
Zurich Insurance N463.2451.90CHF451.90
(100.00%)
0.35%266.621
(59.00%)
41.21%2.2129

Reference data

ISIN CH1214863925
Security 121486392
Symbol Z06JVZ
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.1.20%
Premium portion p.a.6.80%
Coupon date12.06.2024
Day count convention30/360 (German), modified following
Accrued coupon1.49%

Life cycle

Issue price100.00%
Initial fixing date05.12.2022
Payment day12.12.2022
First trading day12.12.2022
Last trading day05.06.2024
Final fixing day05.06.2024
Redemption date12.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term19
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -26.38%

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 Return1.20%
Cash value of fixed income investment upon issue98.23%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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