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

ISIN: CH1252911339 Security: 125291133 Symbol: Z07RPZ Life cycle
Secondary market

Bid Price 103.23%

Ask Price 103.73%

Currency qEUR

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

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

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
SMI® Index12037.9911'348.11CHF9'078.49 (80.00%)24.58%n.a.
DAX® Index18704.4215'960.56EUR12'768.45 (80.00%)31.75%n.a.
DJ Ind.Average Index40003.5933'665.02USD26'932.02 (80.00%)32.45%n.a.

Reference data

ISIN CH1252911339
Security 125291133
Symbol Z07RPZ
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)9.15% (6.10% )
Coupon paymentguaranteed
Interest portion p.a.3.54%
Premium portion p.a.2.56%
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 term204
Issue amount400'000.00

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 6.08%

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 Return3.54%
Cash value of fixed income investment upon issue94.92%
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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