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ZKB Barrier Reverse Convertible on worst of
Nestlé AG/Novartis AG/Roche Holding AG/UBS Group AG/ABB Ltd

ISIN: CH1341413651 Security: 134141365 Symbol: Z0A88Z Life cycle
in subscription, indicative

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N84.5686.3482CHF86.35
(100.00%)
n.a.51.809
(60.00%)
n.a.11.5810
Novartis N98.75101.1223CHF101.12
(100.00%)
n.a.60.673
(60.00%)
n.a.9.8890
Roche GS281.1274.7132CHF274.71
(100.00%)
n.a.164.828
(60.00%)
n.a.3.6402
UBS Group AG28.0228.3557CHF28.36
(100.00%)
n.a.17.013
(60.00%)
n.a.35.2663
ABB N48.9749.4940CHF49.49
(100.00%)
n.a.29.696
(60.00%)
n.a.20.2045

Reference data

ISIN CH1341413651
Security 134141365
Symbol Z0A88Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'114.75

Coupon

Coupon (Coupon p.a.)11.48% (7.65% )
Coupon paymentguaranteed
Interest portion p.a.0.36%
Premium portion p.a.7.29%
Coupon date05.05.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date28.10.2024
Payment day04.11.2024
First trading day04.11.2024
Last trading day28.04.2026
Final fixing day28.04.2026
Redemption date04.05.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term546
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.36%
Cash value of fixed income investment upon issue99.47%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.05.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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