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ZKB Callable Barrier Reverse Convertible on worst of
Bayerische Motoren Werke AG/Volkswagen AG/Mercedes-Benz Group AG

ISIN: CH1252891176 Security: 125289117 Symbol: Z07C6Z Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.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
BMW A96.0298.65EUR98.65
(100.00%)
7.04%49.325
(50.00%)
53.52%10.1368
Volkswagen VA120.4120.86EUR120.86
(100.00%)
0.54%60.430
(50.00%)
50.27%8.2740
Daimler N68.0671.48EUR71.48
(100.00%)
2.75%35.740
(50.00%)
51.37%13.9899

Reference data

ISIN CH1252891176
Security 125289117
Symbol Z07C6Z
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'180.00

Coupon

Coupon (Coupon p.a.)18.00% (12.00% )
Coupon paymentguaranteed
Interest portion p.a.3.20%
Premium portion p.a.8.80%
Coupon date03.07.2024
Day count convention30/360 (German), modified following
Accrued coupon2.90%

Life cycle

Issue price100.00%
Initial fixing date27.03.2023
Payment day03.04.2023
First trading day03.04.2023
Last trading day27.09.2024
Final fixing day27.09.2024
Redemption date03.10.2024
Redemption typephysical delivery or cash settlement
Early redemption25.03.2024
Residual term132
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue 0.55%

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 Return3.20%
Cash value of fixed income investment upon issue95.39%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date25.03.2024
Redemption amount1'000.00

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