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ZKB Callable Reverse Convertible on worst of Holcim N / Lonza Grp N / Sika N
Holcim Ltd/Lonza Group AG/Sika AG

ISIN: CH1214883881 Security: 121488388 Symbol: Z06ZTZ Life cycle
Secondary market

Bid Price 98.38%

Ask Price 99.08%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 21.11.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Holcim N89.8655.40CHF38.78 (70.00%)56.84%25.7865
Lonza Grp N521.6549.60CHF384.72 (70.00%)26.24%2.5993
Sika N229258.50CHF180.95 (70.00%)20.98%5.5264

Reference data

ISIN CH1214883881
Security 121488388
Symbol Z06ZTZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)18.00% (6.00% )
Coupon paymentguaranteed
Interest portion p.a.1.50%
Premium portion p.a.4.50%
Coupon date16.02.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date09.02.2023
Payment day16.02.2023
First trading day16.02.2023
Last trading day09.02.2026
Final fixing day09.02.2026
Redemption date16.02.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term444
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 -11.41%

Product type

SSPA derivative category Yield enhancement
SSPA code Reverse convertible (1220)

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 Return1.50%
Cash value of fixed income investment upon issue95.64%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date16.02.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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