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ZKB Autocallable Reverse Convertible on worst of
Helvetia Holding AG/Novartis - Sandoz Basket/Nestlé AG

ISIN: CH1273440565 Security: 127344056 Symbol: Z07WBZ Life cycle
Secondary market

Bid Price 81.97%

Ask Price 82.67%

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
Helvetia Hldg N152.2121.40CHF109.26 (90.00%)28.21%9.1525
NOVN SDZ Basket75.96104.66CHF76.42 (90.00%)12.68%10.6164

Reference data

ISIN CH1273440565
Security 127344056
Symbol Z07WBZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)HELN + 6.50%
Coupon paymentguaranteed
Interest portion p.a.HELN
Premium portion p.a.6.500%
Coupon date14.01.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date07.07.2023
Payment day14.07.2023
First trading day14.07.2023
Last trading day07.01.2025
Final fixing day07.01.2025
Redemption date14.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term46
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 -27.42%

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 Return2.01%
Cash value of fixed income investment upon issue97.06%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date14.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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