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ZKB Barrier Reverse Convertible on worst of
Vontobel Holding AG/Swissquote Group Holding SA/Leonteq AG

ISIN: CH1341413800 Security: 134141380 Symbol: Z0A8HZ Life cycle
Secondary market

Bid Price 95.52%

Ask Price 96.02%

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

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

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Vontobel Holding N5757.50CHF57.50
(100.00%)
-0.88%33.925
(59.00%)
40.48%17.3913
Swissquote Group N335.6311.40CHF311.40
(100.00%)
7.21%183.726
(59.00%)
45.25%3.2113
Leonteq N24.4526.90CHF26.90
(100.00%)
-10.02%15.871
(59.00%)
35.09%37.1747

Reference data

ISIN CH1341413800
Security 134141380
Symbol Z0A8HZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'135.50

Coupon

Coupon (Coupon p.a.)13.55% (9.00% )
Coupon paymentguaranteed
Interest portion p.a.0.34%
Premium portion p.a.8.66%
Coupon date06.05.2025
Day count convention30/360 (German), modified following
Accrued coupon0.55%

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 date06.05.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term522
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 1'000.00
Performance of underlying since issue -9.11%

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 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 date06.05.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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