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ZKB Callable Barrier Reverse Convertible on worst of
Swiss Market Index SMI/EURO STOXX 50/S&P 500®

ISIN: CH1214864022 Security: 121486402 Symbol: Z06K4Z Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency qn.a.

Exchange ZKB

Volume n.a.

Volume n.a.

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

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
SMI® Index12037.9911'194.67CHF11'194.67
(100.00%)
-2.00%6'716.802
(60.00%)
38.80%n.a.
EURO STOXX 50® Index5064.143'956.53EUR3'956.53
(100.00%)
11.52%2'373.918
(60.00%)
46.91%n.a.
S&P 500® Indexn.a.3'998.84USD3'998.84
(100.00%)
12.59%2'399.304
(60.00%)
47.55%n.a.

Reference data

ISIN CH1214864022
Security 121486402
Symbol Z06K4Z
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'082.50

Coupon

Coupon (Coupon p.a.)8.25% (5.50% )
Coupon paymentguaranteed
Interest portion p.a.1.20%
Premium portion p.a.4.30%
Coupon date12.06.2024
Day count convention30/360 (German), modified following
Accrued coupon1.36%

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 typeCash Settlement
Early redemption05.12.2023
Residual term16
Issue amount600'000.00

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 -1.96%

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 securitiesNo
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-

Early redemption

Redemption date05.12.2023
Redemption amount1'000.00

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