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ZKB Autocallable Reverse Convertible on worst of
Accelleron Industries AG/DKSH Holding AG/Holcim Ltd

ISIN: CH1273440573 Security: 127344057 Symbol: Z07WCZ Life cycle
Secondary market

Bid Price 101.79%

Ask Price 102.49%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 17.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Accelleron Ind. N37.120.90CHF17.77 (85.00%)52.12%56.2905
DKSH Hldg N62.265.10CHF55.34 (85.00%)11.04%18.0717
Holcim N78.4856.40CHF47.94 (85.00%)38.91%20.8594

Reference data

ISIN CH1273440573
Security 127344057
Symbol Z07WCZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)ACLN + 8.00%
Coupon paymentguaranteed
Interest portion p.a.ACLN
Premium portion p.a.8.000%
Coupon date15.07.2024
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 term234
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 -4.45%

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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