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ZKB Callable Reverse Convertible on worst of
Danone SA/Unilever NV/L'Oréal S.A.

ISIN: CH1252915124 Security: 125291512 Symbol: Z07TYZ Life cycle
Secondary market

Bid Price 100.36%

Ask Price 101.06%

Currency EUR

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 10.05.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
DANONE A59.555.91EUR39.14 (70.00%)34.22%25.5513
Unilever PLC N49.847.175EUR33.02 (70.00%)33.69%30.2824
L'Oréal A453.45406.30EUR284.41 (70.00%)37.28%3.5161

Reference data

ISIN CH1252915124
Security 125291512
Symbol Z07TYZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)4.90% (4.90% )
Coupon paymentguaranteed
Interest portion p.a.3.88%
Premium portion p.a.1.02%
Coupon date28.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date22.06.2023
Payment day28.06.2023
First trading day28.06.2023
Last trading day24.06.2024
Final fixing day24.06.2024
Redemption date28.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term42
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 5.56%

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 Return3.88%
Cash value of fixed income investment upon issue96.26%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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