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ZKB Barrier Reverse Convertible on worst of
Deutsche Post AG/Münchner Rück AG/Allianz SE/SAP SE

ISIN: CH1341408495 Security: 134140849 Symbol: Z0A6CZ Life cycle
Secondary market

Bid Price 98.43%

Ask Price 98.93%

Currency EUR

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 22.11.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Deutsche Post N35.1237.89EUR37.89
(100.00%)
-7.73%25.765
(68.00%)
26.74%26.3922
Münchener Rück ...485.9504.40EUR504.40
(100.00%)
-3.79%342.992
(68.00%)
29.43%1.9826
Allianz N291.4302.80EUR302.80
(100.00%)
-3.91%205.904
(68.00%)
29.34%3.3025
SAP A225.9211.60EUR211.60
(100.00%)
6.23%143.888
(68.00%)
36.23%4.7259

Reference data

ISIN CH1341408495
Security 134140849
Symbol Z0A6CZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'100.00

Coupon

Coupon (Coupon p.a.)10.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.2.45%
Premium portion p.a.7.55%
Coupon date24.04.2025
Day count convention30/360 (German), modified following
Accrued coupon0.92%

Life cycle

Issue price100.00%
Initial fixing date17.10.2024
Payment day24.10.2024
First trading day24.10.2024
Last trading day17.10.2025
Final fixing day17.10.2025
Redemption date24.10.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term326
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 -7.18%

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 date24.10.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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