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ZKB Callable Barrier Reverse Convertible on worst of Pfizer Rg / Alphabet-A Rg / Reckitt Benck Gr Rg
Pfizer Inc/Alphabet Inc/Reckitt Benckiser Group Plc

ISIN: CH1214882172 Security: 121488217 Symbol: Z06YOZ Life cycle
Secondary market

Bid Price 100.78%

Ask Price 101.48%

Currency qCHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 08.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Pfizer Inc28.2743.76USD43.76
(100.00%)
-55.34%21.880
(50.00%)
22.33%n.a.
Alphabet A -A-169.38102.90USD102.90
(100.00%)
39.45%51.450
(50.00%)
69.72%n.a.
Reckitt Ben Grp Plc46.0557.84GBP57.84
(100.00%)
-27.09%28.920
(50.00%)
36.45%n.a.

Reference data

ISIN CH1214882172
Security 121488217
Symbol Z06YOZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'125.25

Coupon

Coupon (Coupon p.a.)12.53% (8.35% )
Coupon paymentguaranteed
Interest portion p.a.1.51%
Premium portion p.a.6.84%
Coupon date13.08.2024
Day count convention30/360 (German), modified following
Accrued coupon2.06%

Life cycle

Issue price100.00%
Initial fixing date06.02.2023
Payment day13.02.2023
First trading day13.02.2023
Last trading day06.08.2024
Final fixing day06.08.2024
Redemption date13.08.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term88
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 -35.63%

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 Return1.51%
Cash value of fixed income investment upon issue97.78%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date13.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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