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ZKB Reverse Convertible on worst of
Siemens Energy AG/Vonovia SE

ISIN: CH1252915561 Security: 125291556 Symbol: Z07U3Z Life cycle
Secondary market

Bid Price 105.60%

Ask Price 106.10%

Currency qCHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 16.05.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Siemens Energy N25.4214.65EUR11.72 (80.00%)53.89%n.a.
Vonovia N29.8217.32EUR13.86 (80.00%)53.53%n.a.

Reference data

ISIN CH1252915561
Security 125291556
Symbol Z07U3Z
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)16.50% (11.00% )
Coupon paymentguaranteed
Interest portion p.a.1.94%
Premium portion p.a.9.06%
Coupon date03.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date23.06.2023
Payment day03.07.2023
First trading day03.07.2023
Last trading day23.12.2024
Final fixing day23.12.2024
Redemption date03.01.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term220
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 72.17%

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 Return1.94%
Cash value of fixed income investment upon issue97.16%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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