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ZKB Barrier Reverse Convertible on worst of
Chocoladefabriken Lindt & Spruengli AG/Emmi AG/Bell Food Group AG/ARYZTA AG

ISIN: CH1358057953 Security: 135805795 Symbol: Z0A40Z Life cycle
Secondary market

Bid Price 94.38%

Ask Price 94.88%

Currency CHF

Exchange SIX Structured Products

Volume 260'000.00

Volume 260'000.00

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

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Lindt & Sprüngli...992010'770.00CHF10'770.00
(100.00%)
-8.57%7'862.100
(73.00%)
20.74%1.8570
Emmi N780848.00CHF848.00
(100.00%)
-8.72%619.040
(73.00%)
20.64%23.5849
Bell N264265.00CHF265.00
(100.00%)
-0.38%193.450
(73.00%)
26.72%75.4717
ARYZTA N1.4641.601CHF1.60
(100.00%)
-9.36%1.169
(73.00%)
20.17%12'492.1924

Reference data

ISIN CH1358057953
Security 135805795
Symbol Z0A40Z
Currency CHF
Currency hedging No
Nominal amount 20'000.00
Barrier level observation continuous
Maximum repayment 22'000.00

Coupon

Coupon (Coupon p.a.)10.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.0.56%
Premium portion p.a.9.44%
Coupon date09.10.2025
Day count convention30/360 (German), modified following
Accrued coupon1.31%

Life cycle

Issue price100.00%
Initial fixing date02.10.2024
Payment day09.10.2024
First trading day09.10.2024
Last trading day02.10.2025
Final fixing day02.10.2025
Redemption date09.10.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term314
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 20'000.00
Performance of underlying since issue -8.56%

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 Return0.56%
Cash value of fixed income investment upon issue99.44%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date09.10.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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