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ZKB Autocallable Reverse Convertible on worst of
Albemarle Corp/Darling Ingredients Inc/Occidental Petroleum Corp

ISIN: CH1252911693 Security: 125291169 Symbol: Z07SNZ Life cycle
Secondary market

Bid Price 73.18%

Ask Price 66.14%

Currency USD

Exchange ZKB

Volume 150'000.00

Volume 150'000.00

Date/time (realtime) 22.11.2024 05:58:32

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Albermarle Corp A108.38219.62USD153.73 (70.00%)-40.73%6.5047
Darl. Ingredients Inc A40.1363.18USD44.23 (70.00%)-8.84%22.6111
Occidental Petr A51.9359.71USD41.80 (70.00%)19.54%23.9252

Reference data

ISIN CH1252911693
Security 125291169
Symbol Z07SNZ
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)ALB + 12.00%
Coupon paymentguaranteed
Interest portion p.a.ALB
Premium portion p.a.12.000%
Coupon date16.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date08.06.2023
Payment day16.06.2023
First trading day16.06.2023
Last trading day09.12.2024
Final fixing day09.12.2024
Redemption date16.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term15
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -50.26%

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 Return4.82%
Cash value of fixed income investment upon issue93.18%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date16.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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