Inhaltsseite: Home

ZKB Barrier Reverse Convertible on worst of
L'Oréal S.A./BASF SE/AXA SA/Siemens AG

ISIN: CH1341415987 Security: 134141598 Symbol: Z0A8YZ Life cycle
Secondary market

Bid Price 98.32%

Ask Price 98.82%

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
L'Oréal A329.05355.65EUR355.65
(100.00%)
-8.18%177.825
(50.00%)
45.91%2.8118
BASF N42.5846.17EUR46.17
(100.00%)
-8.51%23.085
(50.00%)
45.75%21.6591
AXA A34.0834.89EUR34.89
(100.00%)
-2.38%17.445
(50.00%)
48.81%28.6615
Siemens N177.56180.42EUR180.42
(100.00%)
-1.79%90.210
(50.00%)
49.10%5.5426

Reference data

ISIN CH1341415987
Security 134141598
Symbol Z0A8YZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'090.00

Coupon

Coupon (Coupon p.a.)9.00% (9.00% )
Coupon paymentguaranteed
Interest portion p.a.2.34%
Premium portion p.a.6.66%
Coupon date04.02.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date25.10.2024
Payment day04.11.2024
First trading day04.11.2024
Last trading day27.10.2025
Final fixing day27.10.2025
Redemption date04.11.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term336
Issue amount2'000'000.00

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 -7.84%

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 Returnn.a.
Cash value of fixed income investment upon issuen.a.
Cash value of fixed income investment upon redemptionn.a.

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.11.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading