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ZKB Barrier Reverse Convertible on worst of
Nestlé AG/Emmi AG/Chocoladefabriken Lindt & Spruengli AG/Barry Callebaut AG

ISIN: CH1394336429 Security: 139433642 Symbol: Z0AAMZ Life cycle
Secondary market

Bid Price 85.84%

Ask Price 86.34%

Currency CHF

Exchange SIX Structured Products

Volume 260'000.00

Volume 260'000.00

Date/time (delayed) 07.03.2025 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N89.7277.72CHF77.72
(100.00%)
13.32%n.v.n.v257.3340
Emmi N811813.00CHF813.00
(100.00%)
-0.25%n.v.n.v24.6002
Lindt & Sprüngli...1204010'120.00CHF10'120.00
(100.00%)
15.60%n.v.n.v1.9763
Barry Callebaut N11421'367.00CHF1'367.00
(100.00%)
-19.49%Hitn.v14.6306

Reference data

ISIN CH1394336429
Security 139433642
Symbol Z0AAMZ
Currency CHF
Currency hedging No
Nominal amount 20'000.00
Barrier level observation continuous
Maximum repayment 22'250.00

Coupon

Coupon (Coupon p.a.)11.25% (7.50% )
Coupon paymentguaranteed
Interest portion p.a.0.30%
Premium portion p.a.7.20%
Coupon date20.05.2025
Day count convention30/360 (German), modified following
Accrued coupon2.33%

Life cycle

Issue price100.00%
Initial fixing date13.11.2024
Payment day20.11.2024
First trading day20.11.2024
Last trading day13.05.2026
Final fixing day13.05.2026
Redemption date20.05.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term429
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 20'000.00
Performance of underlying since issue -16.31%

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 date20.05.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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