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ZKB Reverse Convertible on worst of
Swiss Market Index SMI/Deutscher Aktienindex DAX®/Dow Jones Industrial Average

ISIN: CH1252911321 Security: 125291132 Symbol: Z07ROZ Life cycle
Secondary market

Bid Price 104.19%

Ask Price 104.69%

Currency qCHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 22.11.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
SMI® Index11716.511'348.11CHF9'078.49 (80.00%)22.52%n.a.
DAX® Index19322.5915'960.56EUR12'768.45 (80.00%)33.86%n.a.
DJ Ind.Average Index44296.5133'665.02USD26'932.02 (80.00%)38.94%n.a.

Reference data

ISIN CH1252911321
Security 125291132
Symbol Z07ROZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)6.75% (4.50% )
Coupon paymentguaranteed
Interest portion p.a.1.92%
Premium portion p.a.2.58%
Coupon date16.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date07.06.2023
Payment day16.06.2023
First trading day16.06.2023
Last trading day09.12.2024
Final fixing day09.12.2024
Redemption date16.12.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term14
Issue amount500'000.00

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 3.25%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.92%
Cash value of fixed income investment upon issue97.18%
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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