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ZKB Barrier Reverse Convertible on worst of
Deutsche Post AG/Allianz SE/Merck KGaA

ISIN: CH1358061096 Security: 135806109 Symbol: Z0A56Z Life cycle
Secondary market

Bid Price 97.95%

Ask Price 98.45%

Currency EUR

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 21.11.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Deutsche Post N34.739.14EUR39.14
(100.00%)
-12.80%20.744
(53.00%)
40.22%25.5493
Allianz N291.1293.50EUR293.50
(100.00%)
-0.82%155.555
(53.00%)
46.56%3.4072
Merck A138.3156.40EUR156.40
(100.00%)
-13.09%82.892
(53.00%)
40.06%6.3939

Reference data

ISIN CH1358061096
Security 135806109
Symbol Z0A56Z
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'081.00

Coupon

Coupon (Coupon p.a.)8.10% (8.10% )
Coupon paymentguaranteed
Interest portion p.a.2.45%
Premium portion p.a.5.65%
Coupon date08.01.2025
Day count convention30/360 (German), modified following
Accrued coupon1.08%

Life cycle

Issue price100.00%
Initial fixing date01.10.2024
Payment day08.10.2024
First trading day08.10.2024
Last trading day01.10.2025
Final fixing day01.10.2025
Redemption date08.10.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term313
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 -11.57%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return2.45%
Cash value of fixed income investment upon issue97.61%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date08.10.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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