Inhaltsseite: Home

ZKB Reverse Convertible on worst of
Amazon.com Inc/Apple Inc/Alphabet Inc

ISIN: CH1252904755 Security: 125290475 Symbol: Z07MEZ Life cycle
Secondary market

Bid Price 103.26%

Ask Price 103.86%

Currency USD

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 10.05.2024 08:34:43

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Amazon.Com A188.7248111.20USD72.28 (65.00%)61.86%13.8351
Apple A183.55172.07USD111.85 (65.00%)39.40%8.9409
Alphabet A -A-168.52116.51USD75.73 (65.00%)55.44%13.2045

Reference data

ISIN CH1252904755
Security 125290475
Symbol Z07MEZ
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)7.00% (7.00% )
Coupon paymentguaranteed
Interest portion p.a.4.71%
Premium portion p.a.2.29%
Coupon date23.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date15.05.2023
Payment day23.05.2023
First trading day23.05.2023
Last trading day15.05.2024
Final fixing day15.05.2024
Redemption date23.05.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term4
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 7.26%

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 marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.71%
Cash value of fixed income investment upon issue95.51%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.05.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading