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ZKB Callable Barrier Reverse Convertible on worst of
Allianz SE/Barry Callebaut AG/NextEra Energy Inc

ISIN: CH1273441217 Security: 127344121 Symbol: Z07WVZ Life cycle
Secondary market

Bid Price 102.01%

Ask Price 102.71%

Currency qUSD

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 16.05.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Allianz N266.3207.85EUR207.85
(100.00%)
21.95%124.710
(60.00%)
53.17%n.a.
Barry Callebaut N15751'682.00CHF1'682.00
(100.00%)
-6.79%1'009.200
(60.00%)
35.92%n.a.
NextEra Energy A76.7572.19USD72.19
(100.00%)
6.03%43.314
(60.00%)
43.62%n.a.

Reference data

ISIN CH1273441217
Security 127344121
Symbol Z07WVZ
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'146.31

Coupon

Coupon (Coupon p.a.)14.63% (9.70% )
Coupon paymentguaranteed
Interest portion p.a.5.11%
Premium portion p.a.4.59%
Coupon date18.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date11.07.2023
Payment day18.07.2023
First trading day18.07.2023
Last trading day13.01.2025
Final fixing day13.01.2025
Redemption date21.01.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term241
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -6.36%

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 Return5.11%
Cash value of fixed income investment upon issue92.76%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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