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ZKB Callable Barrier Reverse Convertible on worst of
Fresenius Medical Care AG/Bayer AG/BASF SE

ISIN: CH1273443858 Security: 127344385 Symbol: Z07YJZ Life cycle
Secondary market

Bid Price 84.10%

Ask Price 84.80%

Currency EUR

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 10.05.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Fresenius Med Care AG40.448.67EUR48.67
(100.00%)
-20.74%24.335
(50.00%)
39.63%20.5465
Bayer N28.95551.36EUR51.36
(100.00%)
-77.26%25.680
(50.00%)
11.37%19.4704
BASF N48.80547.07EUR47.07
(100.00%)
3.51%23.535
(50.00%)
51.75%21.2450

Reference data

ISIN CH1273443858
Security 127344385
Symbol Z07YJZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'116.25

Coupon

Coupon (Coupon p.a.)11.63% (7.75% )
Coupon paymentguaranteed
Interest portion p.a.3.71%
Premium portion p.a.4.04%
Coupon date29.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date19.07.2023
Payment day28.07.2023
First trading day28.07.2023
Last trading day20.01.2025
Final fixing day20.01.2025
Redemption date28.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term251
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -43.58%

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 Return3.71%
Cash value of fixed income investment upon issue94.68%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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