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ZKB Barrier Reverse Convertible on worst of
L'Oréal S.A./Beiersdorf AG/Estee Lauder Companies Inc

ISIN: CH1358057961 Security: 135805796 Symbol: Z0A41Z Life cycle
Secondary market

Bid Price 96.16%

Ask Price 96.66%

Currency qEUR

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 18.10.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
L'Oréal A372.7402.05EUR402.05
(100.00%)
-7.87%241.230
(60.00%)
35.28%n.a.
Beiersdorf A131.8135.15EUR135.15
(100.00%)
-2.54%81.090
(60.00%)
38.47%n.a.
Estee Lauder A90.0499.69USD99.69
(100.00%)
-9.91%59.814
(60.00%)
34.05%n.a.

Reference data

ISIN CH1358057961
Security 135805796
Symbol Z0A41Z
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'105.00

Coupon

Coupon (Coupon p.a.)10.50% (10.50% )
Coupon paymentguaranteed
Interest portion p.a.2.49%
Premium portion p.a.8.01%
Coupon date07.04.2025
Day count convention30/360 (German), modified following
Accrued coupon0.47%

Life cycle

Issue price100.00%
Initial fixing date30.09.2024
Payment day07.10.2024
First trading day07.10.2024
Last trading day30.09.2025
Final fixing day30.09.2025
Redemption date07.10.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term345
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 -9.02%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zuercher 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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return2.49%
Cash value of fixed income investment upon issue97.57%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.10.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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