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ZKB Reverse Convertible on worst of BASF N / Bayer N / TotalEnergies A
BASF SE/Bayer AG/TotalEnergies SE

ISIN: CH1214873825 Security: 121487382 Symbol: Z06TZZ Life cycle
Secondary market

Bid Price 58.10%

Ask Price 58.60%

Currency EUR

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 08.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
BASF N49.8453.00EUR48.33 (91.18%)2.39%20.6931
Bayer N28.6957.44EUR52.37 (91.18%)-84.06%19.0935
Total A68.3559.38EUR54.14 (91.18%)19.49%18.4697

Reference data

ISIN CH1214873825
Security 121487382
Symbol Z06TZZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)18.00% (12.00% )
Coupon paymentguaranteed
Interest portion p.a.3.10%
Premium portion p.a.8.90%
Coupon date23.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date16.01.2023
Payment day23.01.2023
First trading day23.01.2023
Last trading day16.07.2024
Final fixing day16.07.2024
Redemption date23.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term66
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -50.46%

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 Return3.10%
Cash value of fixed income investment upon issue95.53%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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