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ZKB Callable Barrier Reverse Convertible on worst of
Nestlé AG/Emmi AG/Barry Callebaut AG

ISIN: CH1273444393 Security: 127344439 Symbol: Z07YWZ Life cycle
Secondary market

Bid Price 95.05%

Ask Price 95.75%

Currency CHF

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
Nestlé N94.2108.00CHF108.00
(100.00%)
-14.65%75.600
(70.00%)
19.75%18.5185
Emmi N922860.00CHF860.00
(100.00%)
6.72%602.000
(70.00%)
34.71%2.3256
Barry Callebaut N15091'632.00CHF1'632.00
(100.00%)
-8.15%1'142.400
(70.00%)
24.29%1.2255

Reference data

ISIN CH1273444393
Security 127344439
Symbol Z07YWZ
Currency CHF
Currency hedging No
Nominal amount 2'000.00
Barrier level observation continuous
Maximum repayment 2'210.00

Coupon

Coupon (Coupon p.a.)10.50% (7.00% )
Coupon paymentguaranteed
Interest portion p.a.1.94%
Premium portion p.a.5.06%
Coupon date05.08.2024
Day count convention30/360 (German), modified following
Accrued coupon0.12%

Life cycle

Issue price100.00%
Initial fixing date27.07.2023
Payment day04.08.2023
First trading day04.08.2023
Last trading day27.01.2025
Final fixing day27.01.2025
Redemption date04.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term261
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 2'000.00
Performance of underlying since issue -12.78%

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 Return1.94%
Cash value of fixed income investment upon issue97.17%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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