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ZKB Barrier Reverse Convertible on worst of
Lonza Group AG/Alcon AG/Novartis AG/Roche Holding AG/Sandoz Group AG

ISIN: CH1341413636 Security: 134141363 Symbol: Z0A87Z Life cycle
Secondary market

Bid Price 96.59%

Ask Price 97.09%

Currency CHF

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
Lonza Grp N521.4549.80CHF549.80
(100.00%)
-5.25%357.370
(65.00%)
31.59%1.8188
Alcon N76.6882.16CHF82.16
(100.00%)
-7.03%53.404
(65.00%)
30.43%12.1714
Novartis N93.6899.81CHF99.81
(100.00%)
-6.51%64.877
(65.00%)
30.77%10.0190
Roche GS254.3277.80CHF277.80
(100.00%)
-9.28%180.570
(65.00%)
28.97%3.5997
Sandoz Group AG40.638.94CHF38.94
(100.00%)
4.04%25.311
(65.00%)
37.63%25.6805

Reference data

ISIN CH1341413636
Security 134141363
Symbol Z0A87Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'083.00

Coupon

Coupon (Coupon p.a.)8.30% (8.30% )
Coupon paymentguaranteed
Interest portion p.a.0.41%
Premium portion p.a.7.89%
Coupon date04.11.2025
Day count convention30/360 (German), modified following
Accrued coupon0.53%

Life cycle

Issue price100.00%
Initial fixing date28.10.2024
Payment day04.11.2024
First trading day04.11.2024
Last trading day28.10.2025
Final fixing day28.10.2025
Redemption date04.11.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term338
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 -8.50%

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 Return0.41%
Cash value of fixed income investment upon issue99.59%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

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

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